+141.1%
QLD vs NIO
-56.9%
+198.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.6% |
| 7D | -3.8% | +2.8% | -6.6% | -4.2% |
| 30D | -20.5% | -8.4% | -12.2% | -19.3% |
| 3M | -14.6% | -32.0% | +17.3% | -9.3% |
| 6M | -14.7% | -43.9% | +29.3% | -6.8% |
| YTD | +11.2% | -35.7% | +46.9% | +18.1% |
| 1Y | +7.1% | -51.1% | +58.2% | +18.2% |
| 3Y | +141.1% | -54.7% | +195.8% | +151.5% |
| All | +141.1% | -56.9% | +198.0% | +151.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling