+504.4%
QLD vs NIO
-46.7%
+551.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.0% | -9.7% | -12.1% |
| 7D | -18.6% | -3.6% | -14.9% | -17.9% |
| 30D | -28.3% | -8.0% | -20.2% | -27.0% |
| 3M | -20.4% | -31.2% | +10.8% | -14.4% |
| 6M | -14.3% | -45.8% | +31.5% | -3.9% |
| YTD | +2.8% | -37.3% | +40.0% | +11.0% |
| 1Y | -1.2% | -56.1% | +54.9% | +14.0% |
| 3Y | +135.3% | -61.1% | +196.4% | +156.7% |
| 5Y | +62.6% | -92.4% | +155.0% | +121.3% |
| All | +504.4% | -46.7% | +551.1% | +498.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling