+909.8%
TER vs NIO
-36.7%
+946.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.0% | +5.7% |
| 7D | +0.6% | -13.0% | +13.7% | +2.9% |
| 30D | -8.3% | -18.3% | +10.0% | -5.4% |
| 3M | -12.2% | -33.2% | +21.0% | -6.4% |
| 6M | +17.1% | -21.5% | +38.6% | +20.6% |
| YTD | +84.7% | -25.5% | +110.2% | +91.6% |
| 1Y | +199.9% | -38.0% | +237.9% | +218.1% |
| 3Y | +232.8% | -65.5% | +298.2% | +263.1% |
| 5Y | +198.6% | -90.6% | +289.2% | +266.3% |
| All | +909.8% | -36.7% | +946.4% | +848.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling