+67.2%
QLD vs NIO
-92.1%
+159.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.4% | +1.0% |
| 7D | -10.3% | +5.6% | -15.9% | -11.5% |
| 30D | -26.1% | -4.2% | -21.8% | -25.1% |
| 3M | -17.8% | -26.3% | +8.6% | -11.0% |
| 6M | -15.6% | -42.5% | +27.0% | -2.9% |
| YTD | +5.4% | -33.5% | +38.9% | +14.9% |
| 1Y | +5.2% | -52.7% | +57.9% | +25.3% |
| 3Y | +139.4% | -57.5% | +196.9% | +162.2% |
| All | +67.2% | -92.1% | +159.2% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling