+52.9%
T vs NIO
-43.2%
+96.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +1.7% | +6.9% | -5.2% | +1.5% |
| 30D | -1.7% | -4.7% | +3.0% | -1.6% |
| 3M | -7.3% | -28.1% | +20.7% | -6.5% |
| 6M | -11.2% | -41.7% | +30.5% | -9.9% |
| YTD | -8.1% | -33.1% | +25.1% | -7.3% |
| 1Y | -8.0% | -50.3% | +42.3% | -6.4% |
| 3Y | +62.1% | -54.4% | +116.5% | +63.0% |
| 5Y | +55.7% | -91.6% | +147.3% | +61.7% |
| All | +52.9% | -43.2% | +96.1% | +43.2% |
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 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