+594.1%
TER vs NIO
-45.3%
+639.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +0.4% |
| 7D | -8.9% | +2.8% | -11.7% | -9.3% |
| 30D | -39.1% | -8.4% | -30.7% | -38.1% |
| 3M | -32.8% | -32.0% | -0.8% | -28.6% |
| 6M | -31.7% | -43.9% | +12.2% | -25.4% |
| YTD | +26.9% | -35.7% | +62.6% | +34.8% |
| 1Y | +33.6% | -51.1% | +84.7% | +47.9% |
| 3Y | +181.5% | -54.7% | +236.2% | +196.1% |
| 5Y | +76.1% | -91.7% | +167.8% | +121.0% |
| All | +594.1% | -45.3% | +639.4% | +567.5% |
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