-53.9%
NIO vs EFV
+25.8%
-79.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +0.3% |
| 7D | -0.6% | +2.9% | -3.5% | -3.4% |
| 30D | -3.5% | +3.6% | -7.1% | -6.8% |
| 3M | -30.7% | -0.1% | -30.5% | -30.6% |
| 6M | -45.6% | +9.6% | -55.2% | -50.9% |
| YTD | -35.3% | +17.0% | -52.3% | -46.7% |
| 1Y | -53.9% | +25.7% | -79.6% | -64.7% |
| All | -53.9% | +25.8% | -79.7% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling