-12.6%
TLT vs NIO
-43.2%
+30.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | +0.3% | +6.9% | -6.6% | +0.3% |
| 30D | +5.1% | -4.7% | +9.9% | +5.1% |
| 3M | -0.2% | -28.1% | +27.9% | -0.2% |
| 6M | -2.9% | -41.7% | +38.8% | -2.9% |
| YTD | -2.7% | -33.1% | +30.5% | -2.7% |
| 1Y | -4.6% | -50.3% | +45.7% | -4.6% |
| 3Y | +6.1% | -54.4% | +60.4% | +6.0% |
| 5Y | -35.1% | -91.6% | +56.5% | -36.0% |
| All | -12.6% | -43.2% | +30.6% | -8.5% |
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