+237.0%
TECK vs NIO
-38.3%
+275.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.9% |
| 7D | +4.9% | -4.1% | +9.0% | +5.5% |
| 30D | +5.2% | -23.2% | +28.4% | +9.4% |
| 3M | +13.8% | -29.9% | +43.7% | +19.8% |
| 6M | +38.5% | -25.1% | +63.6% | +43.7% |
| YTD | +47.3% | -27.5% | +74.8% | +53.2% |
| 1Y | +81.0% | -41.1% | +122.1% | +92.7% |
| 3Y | +79.9% | -63.1% | +143.0% | +93.9% |
| 5Y | +207.9% | -90.4% | +298.2% | +271.2% |
| All | +237.0% | -38.3% | +275.3% | +185.0% |
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