+107.8%
EFA vs NIO
-36.7%
+144.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +0.6% | -13.0% | +13.6% | +1.5% |
| 30D | +0.9% | -18.3% | +19.1% | +2.2% |
| 3M | +4.9% | -33.2% | +38.1% | +7.7% |
| 6M | +8.6% | -21.5% | +30.1% | +9.9% |
| YTD | +14.6% | -25.5% | +40.1% | +16.3% |
| 1Y | +22.6% | -38.0% | +60.6% | +25.6% |
| 3Y | +66.5% | -65.5% | +132.0% | +72.2% |
| 5Y | +54.5% | -90.6% | +145.1% | +66.0% |
| All | +107.8% | -36.7% | +144.4% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling