+100.7%
EFA vs NIO
-46.0%
+146.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -1.0% | -1.8% | +0.8% | -0.9% |
| 30D | +1.6% | -6.6% | +8.2% | +2.0% |
| 3M | -3.2% | -29.9% | +26.7% | -0.9% |
| 6M | +2.5% | -46.6% | +49.1% | +6.7% |
| YTD | +10.7% | -36.5% | +47.2% | +13.5% |
| 1Y | +12.8% | -51.1% | +63.9% | +17.6% |
| 3Y | +66.4% | -55.2% | +121.7% | +69.5% |
| 5Y | +51.4% | -92.3% | +143.7% | +64.8% |
| All | +100.7% | -46.0% | +146.7% | +90.6% |
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