-23.5%
W vs NIO
-46.0%
+22.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | -7.4% | -1.8% | -5.6% | -7.0% |
| 30D | +7.8% | -6.6% | +14.4% | +9.8% |
| 3M | +10.9% | -29.9% | +40.8% | +21.2% |
| 6M | +86.4% | -46.6% | +133.1% | +116.3% |
| YTD | +14.0% | -36.5% | +50.4% | +24.8% |
| 1Y | +3.5% | -51.1% | +54.7% | +20.9% |
| 3Y | +164.8% | -55.2% | +220.0% | +189.1% |
| 5Y | -53.1% | -92.3% | +39.2% | -29.2% |
| All | -23.5% | -46.0% | +22.5% | -14.9% |
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