+1,851.8%
TSLA vs NIO
-43.2%
+1,895.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.4% |
| 7D | -6.4% | +6.9% | -13.3% | -7.9% |
| 30D | -1.2% | -4.7% | +3.5% | -0.1% |
| 3M | +15.1% | -28.1% | +43.1% | +24.5% |
| 6M | -11.7% | -41.7% | +30.0% | +0.2% |
| YTD | -15.9% | -33.1% | +17.2% | -9.1% |
| 1Y | -12.0% | -50.3% | +38.3% | +2.1% |
| 3Y | +80.0% | -54.4% | +134.4% | +94.7% |
| 5Y | +10.8% | -91.6% | +102.4% | +64.0% |
| All | +1,851.8% | -43.2% | +1,895.0% | +1,947.3% |
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