+54.5%
TECH vs NIO
-43.2%
+97.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.2% | +6.9% | -6.7% | -0.4% |
| 30D | +0.5% | -4.7% | +5.3% | +0.9% |
| 3M | +0.9% | -28.1% | +28.9% | +3.8% |
| 6M | +51.0% | -41.7% | +92.8% | +57.9% |
| YTD | +24.4% | -33.1% | +57.5% | +27.3% |
| 1Y | +27.6% | -50.3% | +77.9% | +34.4% |
| 3Y | +29.9% | -54.4% | +84.3% | +32.6% |
| 5Y | -40.6% | -91.6% | +51.0% | -34.0% |
| All | +54.5% | -43.2% | +97.7% | +50.6% |
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