-54.4%
NIO vs EFV
+91.1%
-145.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -2.9% |
| 7D | +6.9% | +1.7% | +5.1% | +4.3% |
| 30D | -4.7% | +3.4% | -8.2% | -9.0% |
| 3M | -28.1% | -1.7% | -26.4% | -26.6% |
| 6M | -41.7% | +6.4% | -48.1% | -46.7% |
| YTD | -33.1% | +16.3% | -49.4% | -46.5% |
| 1Y | -50.3% | +22.9% | -73.2% | -63.4% |
| 3Y | -54.4% | +92.8% | -147.2% | -83.7% |
| All | -54.4% | +91.1% | -145.5% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling