-37.8%
Z vs NIO
-43.5%
+5.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.9% | -8.4% | -3.5% |
| 7D | -4.6% | +5.6% | -10.2% | -5.4% |
| 30D | +8.3% | -4.2% | +12.6% | +9.1% |
| 3M | -11.6% | -26.3% | +14.7% | -7.1% |
| 6M | -33.6% | -42.5% | +8.9% | -27.6% |
| YTD | -56.7% | -33.5% | -23.2% | -54.5% |
| 1Y | -59.1% | -52.7% | -6.5% | -54.5% |
| 3Y | -20.4% | -57.5% | +37.1% | -15.9% |
| 5Y | -55.3% | -92.0% | +36.7% | -43.0% |
| All | -37.8% | -43.5% | +5.7% | -34.2% |
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