-53.5%
NIO vs EFV
+19.5%
-73.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.3% |
| 7D | -14.5% | +2.5% | -17.0% | -16.5% |
| 30D | -15.0% | +2.9% | -17.9% | -17.4% |
| 3M | -35.6% | -1.4% | -34.1% | -34.6% |
| 6M | -55.7% | +5.5% | -61.2% | -58.2% |
| YTD | -43.1% | +16.1% | -59.2% | -53.5% |
| 1Y | -53.5% | +20.3% | -73.8% | -63.6% |
| All | -53.5% | +19.5% | -73.0% | -63.6% |
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