-53.8%
QS vs NIO
-73.9%
+20.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.5% |
| 7D | +13.7% | +6.9% | +6.8% | +10.7% |
| 30D | -0.2% | -4.7% | +4.5% | +2.1% |
| 3M | -24.8% | -28.1% | +3.2% | -13.8% |
| 6M | -39.4% | -41.7% | +2.3% | -24.0% |
| YTD | -56.1% | -33.1% | -23.0% | -49.1% |
| 1Y | -72.5% | -50.3% | -22.2% | -64.0% |
| 3Y | -16.3% | -54.4% | +38.1% | -1.2% |
| 5Y | -87.6% | -91.6% | +4.0% | -75.5% |
| All | -53.8% | -73.9% | +20.1% | +75.2% |
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