-50.3%
NIO vs EFV
+124.0%
-174.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.3% |
| 7D | +2.8% | +2.1% | +0.7% | -0.2% |
| 30D | -8.4% | +3.1% | -11.4% | -12.1% |
| 3M | -32.0% | -1.3% | -30.6% | -30.9% |
| 6M | -43.9% | +6.0% | -49.9% | -48.5% |
| YTD | -35.7% | +15.8% | -51.5% | -47.6% |
| 1Y | -51.1% | +21.1% | -72.2% | -62.5% |
| 3Y | -54.7% | +91.0% | -145.7% | -81.0% |
| 5Y | -91.7% | +94.3% | -186.0% | -96.4% |
| All | -50.3% | +124.0% | -174.3% | -75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling