+71.7%
TER vs NIO
-93.2%
+164.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.9% | -0.5% | -4.3% |
| 7D | +14.4% | -14.5% | +28.8% | +18.1% |
| 30D | -30.6% | -15.0% | -15.6% | -28.2% |
| 3M | -39.2% | -35.6% | -3.6% | -33.4% |
| 6M | -31.3% | -55.7% | +24.4% | -19.0% |
| YTD | +29.1% | -43.1% | +72.2% | +43.0% |
| 1Y | +47.4% | -53.5% | +101.0% | +69.8% |
| 3Y | +191.2% | -59.8% | +251.1% | +217.2% |
| All | +71.7% | -93.2% | +164.9% | +143.1% |
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