+48.9%
EFX vs NIO
-51.7%
+100.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.0% |
| 7D | -0.8% | -14.5% | +13.7% | +0.2% |
| 30D | +25.1% | -15.0% | +40.1% | +26.4% |
| 3M | +1.7% | -35.6% | +37.2% | +4.5% |
| 6M | +18.4% | -55.7% | +74.0% | +24.5% |
| YTD | -12.5% | -43.1% | +30.6% | -9.9% |
| 1Y | -8.1% | -53.5% | +45.4% | -4.1% |
| 3Y | +4.8% | -59.8% | +64.6% | +7.2% |
| 5Y | -30.1% | -93.2% | +63.1% | -23.8% |
| All | +48.9% | -51.7% | +100.5% | +44.2% |
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