+561.9%
QLD vs NIO
-43.2%
+605.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.7% |
| 7D | -1.4% | +6.9% | -8.3% | -2.6% |
| 30D | -19.6% | -4.7% | -14.8% | -18.7% |
| 3M | -14.1% | -28.1% | +13.9% | -8.5% |
| 6M | -13.6% | -41.7% | +28.1% | -4.5% |
| YTD | +12.5% | -33.1% | +45.7% | +20.0% |
| 1Y | +13.1% | -50.3% | +63.4% | +27.5% |
| 3Y | +154.7% | -54.4% | +209.1% | +169.2% |
| 5Y | +81.1% | -91.6% | +172.7% | +142.2% |
| All | +561.9% | -43.2% | +605.1% | +547.6% |
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