+53.4%
TECH vs NIO
-36.8%
+90.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.2% | -6.7% | +6.8% | +0.8% |
| 30D | +0.1% | -20.0% | +20.2% | +2.2% |
| 3M | +37.5% | -30.5% | +68.0% | +41.9% |
| 6M | +34.6% | -20.7% | +55.3% | +36.0% |
| YTD | +23.5% | -25.7% | +49.2% | +25.3% |
| 1Y | +34.4% | -38.6% | +73.0% | +38.5% |
| 3Y | +2.3% | -62.3% | +64.5% | +6.0% |
| 5Y | -41.7% | -90.1% | +48.3% | -36.1% |
| All | +53.4% | -36.8% | +90.2% | +48.2% |
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