-62.8%
QS vs NIO
-77.8%
+15.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.2% | -3.1% |
| 7D | -14.0% | -14.5% | +0.4% | -8.0% |
| 30D | -6.4% | -15.0% | +8.6% | +0.7% |
| 3M | -40.3% | -35.6% | -4.7% | -28.0% |
| 6M | -57.5% | -55.7% | -1.8% | -40.2% |
| YTD | -64.7% | -43.1% | -21.5% | -56.1% |
| 1Y | -72.9% | -53.5% | -19.4% | -63.5% |
| 3Y | -33.5% | -59.8% | +26.4% | -17.0% |
| 5Y | -90.5% | -93.2% | +2.7% | -79.8% |
| All | -62.8% | -77.8% | +15.0% | +51.3% |
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