-18.6%
QS vs NIO
-62.3%
+43.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +2.2% | -6.7% | +8.8% | +4.7% |
| 30D | -8.1% | -20.0% | +12.0% | -0.3% |
| 3M | -27.0% | -30.5% | +3.4% | -16.7% |
| 6M | -16.4% | -20.7% | +4.3% | -9.9% |
| YTD | -46.4% | -25.7% | -20.7% | -41.1% |
| 1Y | -41.1% | -38.6% | -2.5% | -31.8% |
| 3Y | -18.6% | -62.3% | +43.6% | -1.6% |
| All | -18.6% | -62.3% | +43.7% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling