+51.7%
T vs NIO
-43.5%
+95.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.8% | -1.0% |
| 7D | +1.0% | +5.6% | -4.6% | +0.9% |
| 30D | -10.6% | -4.2% | -6.4% | -10.5% |
| 3M | -7.7% | -26.3% | +18.6% | -7.0% |
| 6M | -13.3% | -42.5% | +29.2% | -12.0% |
| YTD | -8.8% | -33.5% | +24.8% | -8.0% |
| 1Y | -8.4% | -52.7% | +44.3% | -6.7% |
| 3Y | +59.6% | -57.5% | +117.1% | +60.9% |
| 5Y | +52.1% | -92.0% | +144.1% | +58.2% |
| All | +51.7% | -43.5% | +95.2% | +42.1% |
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