+563.2%
QLD vs NIO
-51.7%
+614.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.5% | -1.5% |
| 7D | +7.0% | -14.5% | +21.5% | +10.3% |
| 30D | -14.3% | -15.0% | +0.6% | -11.5% |
| 3M | -16.0% | -35.6% | +19.6% | -8.6% |
| 6M | -14.2% | -55.7% | +41.4% | 0.0% |
| YTD | +12.8% | -43.1% | +55.9% | +24.0% |
| 1Y | +14.1% | -53.5% | +67.6% | +30.2% |
| 3Y | +146.0% | -59.8% | +205.8% | +166.4% |
| 5Y | +82.0% | -93.2% | +175.2% | +152.9% |
| All | +563.2% | -51.7% | +614.9% | +569.3% |
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