-90.1%
NIO vs EFV
+96.3%
-186.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.9% |
| 7D | -6.7% | +1.0% | -7.6% | -8.3% |
| 30D | -20.0% | +0.2% | -20.2% | -20.4% |
| 3M | -30.5% | +9.6% | -40.1% | -41.0% |
| 6M | -20.7% | +14.0% | -34.7% | -37.4% |
| YTD | -25.7% | +18.5% | -44.1% | -45.5% |
| 1Y | -38.6% | +27.9% | -66.5% | -60.9% |
| 3Y | -62.3% | +92.4% | -154.7% | -89.1% |
| 5Y | -90.1% | +97.2% | -187.2% | -97.1% |
| All | -90.1% | +96.3% | -186.4% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling