+121.0%
QLD vs NIO
-90.7%
+211.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +0.6% | -13.0% | +13.6% | +4.3% |
| 30D | -0.1% | -18.3% | +18.1% | +5.2% |
| 3M | -8.4% | -33.2% | +24.9% | +1.8% |
| 6M | +32.2% | -21.5% | +53.7% | +38.6% |
| YTD | +28.9% | -25.5% | +54.4% | +36.4% |
| 1Y | +43.8% | -38.0% | +81.8% | +58.1% |
| 3Y | +176.6% | -65.5% | +242.0% | +225.1% |
| All | +121.0% | -90.7% | +211.7% | +258.3% |
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 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