-44.6%
QS vs NIO
-70.9%
+26.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.2% |
| 7D | -2.3% | -13.0% | +10.7% | +3.4% |
| 30D | -0.7% | -18.3% | +17.6% | +8.0% |
| 3M | -39.6% | -33.2% | -6.4% | -28.4% |
| 6M | -21.7% | -21.5% | -0.2% | -14.7% |
| YTD | -47.4% | -25.5% | -21.9% | -41.7% |
| 1Y | -28.4% | -38.0% | +9.6% | -15.7% |
| 3Y | -22.6% | -65.5% | +42.9% | +2.4% |
| 5Y | -75.6% | -90.6% | +15.0% | -54.2% |
| All | -44.6% | -70.9% | +26.3% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling