-47.3%
QS vs NIO
-71.7%
+24.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.2% | -5.6% |
| 7D | -4.2% | -4.1% | -0.1% | -2.5% |
| 30D | -15.7% | -23.2% | +7.6% | -5.9% |
| 3M | -28.7% | -29.9% | +1.2% | -17.3% |
| 6M | -23.2% | -25.1% | +1.9% | -14.6% |
| YTD | -49.9% | -27.5% | -22.5% | -43.8% |
| 1Y | -38.8% | -41.1% | +2.3% | -26.5% |
| 3Y | -24.0% | -63.1% | +39.1% | -2.3% |
| 5Y | -75.6% | -90.4% | +14.8% | -54.0% |
| All | -47.3% | -71.7% | +24.4% | +93.3% |
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 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