+152.0%
QQQM vs NIO
-83.1%
+235.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.5% |
| 7D | -0.6% | -2.9% | +2.3% | -0.2% |
| 30D | -1.2% | -18.7% | +17.5% | +1.3% |
| 3M | -0.1% | -29.4% | +29.3% | +4.1% |
| 6M | +18.0% | -32.5% | +50.5% | +23.0% |
| YTD | +16.7% | -27.6% | +44.3% | +20.2% |
| 1Y | +23.0% | -39.2% | +62.3% | +28.9% |
| 3Y | +93.3% | -64.3% | +157.6% | +106.0% |
| 5Y | +96.3% | -90.3% | +186.6% | +130.6% |
| All | +152.0% | -83.1% | +235.2% | +168.1% |
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