+40.1%
EFX vs NIO
-36.7%
+76.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -6.3% |
| 7D | -8.6% | -13.0% | +4.4% | -7.8% |
| 30D | +0.1% | -18.3% | +18.4% | +1.4% |
| 3M | +3.8% | -33.2% | +37.1% | +6.5% |
| 6M | -13.5% | -21.5% | +8.0% | -12.6% |
| YTD | -17.7% | -25.5% | +7.8% | -16.6% |
| 1Y | -25.6% | -38.0% | +12.4% | -24.0% |
| 3Y | -12.1% | -65.5% | +53.4% | -9.3% |
| 5Y | -33.8% | -90.6% | +56.8% | -29.3% |
| All | +40.1% | -36.7% | +76.8% | +33.4% |
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