+223.5%
TECK vs NIO
-90.3%
+313.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.2% |
| 7D | +7.8% | -6.7% | +14.4% | +9.1% |
| 30D | +8.3% | -20.0% | +28.3% | +12.9% |
| 3M | +16.1% | -30.5% | +46.5% | +24.0% |
| 6M | +42.9% | -20.7% | +63.6% | +48.1% |
| YTD | +50.8% | -25.7% | +76.4% | +57.7% |
| 1Y | +106.1% | -38.6% | +144.6% | +121.4% |
| 3Y | +84.0% | -62.3% | +146.3% | +102.0% |
| 5Y | +223.5% | -90.1% | +313.5% | +344.4% |
| All | +223.5% | -90.3% | +313.8% | +344.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling