+33.0%
EFX vs NIO
-38.3%
+71.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.9% |
| 7D | -9.4% | -4.1% | -5.2% | -9.1% |
| 30D | -6.9% | -23.2% | +16.4% | -5.3% |
| 3M | +0.1% | -29.9% | +30.0% | +2.4% |
| 6M | -17.3% | -25.1% | +7.8% | -16.2% |
| YTD | -21.8% | -27.5% | +5.6% | -20.7% |
| 1Y | -32.5% | -41.1% | +8.5% | -30.8% |
| 3Y | -12.3% | -63.1% | +50.8% | -9.9% |
| 5Y | -36.6% | -90.4% | +53.8% | -32.3% |
| All | +33.0% | -38.3% | +71.3% | +26.9% |
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