-25.3%
W vs NIO
-43.5%
+18.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.9% | -7.4% | -3.0% |
| 7D | -3.6% | +5.6% | -9.2% | -4.9% |
| 30D | +7.0% | -4.2% | +11.2% | +8.2% |
| 3M | +7.4% | -26.3% | +33.7% | +15.8% |
| 6M | +69.3% | -42.5% | +111.8% | +92.5% |
| YTD | +11.3% | -33.5% | +44.8% | +20.4% |
| 1Y | +13.2% | -52.7% | +65.9% | +33.1% |
| 3Y | +142.0% | -57.5% | +199.5% | +167.9% |
| 5Y | -54.6% | -92.0% | +37.4% | -32.2% |
| All | -25.3% | -43.5% | +18.2% | -17.9% |
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