+205.1%
V vs NIO
-43.5%
+248.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.3% |
| 7D | +2.2% | +5.6% | -3.4% | +1.9% |
| 30D | +13.6% | -4.2% | +17.8% | +13.8% |
| 3M | +14.3% | -26.3% | +40.6% | +16.2% |
| 6M | +33.1% | -42.5% | +75.6% | +36.9% |
| YTD | +21.2% | -33.5% | +54.8% | +23.3% |
| 1Y | +26.4% | -52.7% | +79.1% | +31.0% |
| 3Y | +77.6% | -57.5% | +135.0% | +80.3% |
| 5Y | +102.6% | -92.0% | +194.6% | +118.6% |
| All | +205.1% | -43.5% | +248.6% | +185.4% |
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