-36.3%
Z vs NIO
-46.7%
+10.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.0% | -7.6% | -10.1% |
| 7D | -2.3% | -3.6% | +1.4% | -1.6% |
| 30D | +9.4% | -8.0% | +17.4% | +10.9% |
| 3M | -16.1% | -31.2% | +15.1% | -10.7% |
| 6M | -30.4% | -45.8% | +15.3% | -23.3% |
| YTD | -55.6% | -37.3% | -18.3% | -52.8% |
| 1Y | -58.5% | -56.1% | -2.4% | -53.2% |
| 3Y | -19.6% | -61.1% | +41.5% | -13.7% |
| 5Y | -54.1% | -92.4% | +38.3% | -40.9% |
| All | -36.3% | -46.7% | +10.4% | -31.8% |
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