-43.9%
NIO vs EFV
+127.0%
-170.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.2% |
| 7D | -4.1% | -0.5% | -3.6% | -3.5% |
| 30D | -23.2% | 0.0% | -23.2% | -23.3% |
| 3M | -29.9% | +8.4% | -38.3% | -37.4% |
| 6M | -25.1% | +12.3% | -37.4% | -36.1% |
| YTD | -27.5% | +17.4% | -44.8% | -41.8% |
| 1Y | -41.1% | +27.1% | -68.2% | -57.6% |
| 3Y | -63.1% | +90.7% | -153.9% | -84.5% |
| 5Y | -90.4% | +95.6% | -186.0% | -95.9% |
| All | -43.9% | +127.0% | -170.9% | -73.2% |
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