-66.9%
S vs NIO
-92.0%
+25.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.6% |
| 7D | +1.4% | +2.8% | -1.4% | +0.7% |
| 30D | -10.8% | -8.4% | -2.4% | -8.7% |
| 3M | +5.4% | -32.0% | +37.3% | +16.2% |
| 6M | +41.2% | -43.9% | +85.2% | +62.6% |
| YTD | +56.2% | -35.7% | +91.9% | +70.0% |
| 1Y | +36.3% | -51.1% | +87.4% | +59.5% |
| 3Y | +49.4% | -54.7% | +104.1% | +56.2% |
| 5Y | -66.9% | -91.7% | +24.8% | -45.2% |
| All | -66.9% | -92.0% | +25.1% | -45.2% |
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