+1,917.8%
TSLA vs NIO
-46.0%
+1,963.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.2% |
| 7D | +1.5% | -1.8% | +3.3% | +2.0% |
| 30D | +3.4% | -6.6% | +10.0% | +5.1% |
| 3M | +17.4% | -29.9% | +47.3% | +27.9% |
| 6M | -12.2% | -46.6% | +34.5% | +1.9% |
| YTD | -13.1% | -36.5% | +23.4% | -4.8% |
| 1Y | -11.1% | -51.1% | +40.0% | +3.5% |
| 3Y | +82.1% | -55.2% | +137.3% | +97.9% |
| 5Y | +10.3% | -92.3% | +102.6% | +66.5% |
| All | +1,917.8% | -46.0% | +1,963.8% | +2,042.8% |
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