+208.0%
V vs NIO
-51.7%
+259.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +1.6% |
| 7D | +0.9% | -14.5% | +15.4% | +1.8% |
| 30D | +9.0% | -15.0% | +23.9% | +9.9% |
| 3M | +16.7% | -35.6% | +52.3% | +19.5% |
| 6M | +33.4% | -55.7% | +89.1% | +39.3% |
| YTD | +22.4% | -43.1% | +65.5% | +25.5% |
| 1Y | +27.7% | -53.5% | +81.2% | +32.4% |
| 3Y | +78.0% | -59.8% | +137.8% | +81.1% |
| 5Y | +108.5% | -93.2% | +201.7% | +127.0% |
| All | +208.0% | -51.7% | +259.6% | +190.6% |
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