-48.8%
S vs NIO
-93.3%
+44.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.9% | -4.3% | +0.1% |
| 7D | -13.4% | +5.6% | -19.0% | -14.6% |
| 30D | -14.0% | -4.2% | -9.7% | -13.0% |
| 3M | +4.9% | -26.3% | +31.2% | +13.2% |
| 6M | +42.0% | -42.5% | +84.6% | +62.4% |
| YTD | +45.1% | -33.5% | +78.7% | +56.6% |
| 1Y | +33.1% | -52.7% | +85.7% | +57.0% |
| 3Y | +40.6% | -57.5% | +98.1% | +51.2% |
| 5Y | -67.5% | -92.0% | +24.5% | -44.7% |
| All | -48.8% | -93.3% | +44.5% | -7.4% |
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