-35.2%
EFX vs NIO
-90.3%
+55.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -7.8% | -6.7% | -1.2% | -7.2% |
| 30D | -5.7% | -20.0% | +14.3% | -3.7% |
| 3M | +2.5% | -30.5% | +33.0% | +6.0% |
| 6M | -16.7% | -20.7% | +4.0% | -15.5% |
| YTD | -20.2% | -25.7% | +5.5% | -18.7% |
| 1Y | -31.4% | -38.6% | +7.2% | -29.2% |
| 3Y | -10.5% | -62.3% | +51.7% | -6.3% |
| 5Y | -35.2% | -90.1% | +54.9% | -27.0% |
| All | -35.2% | -90.3% | +55.1% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling