-75.3%
QS vs NIO
-90.7%
+15.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.3% |
| 7D | -2.3% | -13.0% | +10.7% | +4.5% |
| 30D | -0.7% | -18.3% | +17.6% | +9.5% |
| 3M | -39.6% | -33.2% | -6.4% | -26.3% |
| 6M | -21.7% | -21.5% | -0.2% | -13.8% |
| YTD | -47.4% | -25.5% | -21.9% | -40.9% |
| 1Y | -28.4% | -38.0% | +9.6% | -13.8% |
| 3Y | -22.6% | -65.5% | +42.9% | +8.0% |
| All | -75.3% | -90.7% | +15.4% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling