-42.4%
NIO vs EFV
+130.6%
-173.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.4% |
| 7D | -13.0% | +1.5% | -14.5% | -14.8% |
| 30D | -18.3% | +1.7% | -20.0% | -20.2% |
| 3M | -33.2% | +8.6% | -41.9% | -40.5% |
| 6M | -21.5% | +11.7% | -33.2% | -32.5% |
| YTD | -25.5% | +19.3% | -44.8% | -41.5% |
| 1Y | -38.0% | +30.2% | -68.2% | -56.8% |
| 3Y | -65.5% | +91.6% | -157.0% | -85.5% |
| 5Y | -90.6% | +96.4% | -187.0% | -96.0% |
| All | -42.4% | +130.6% | -173.0% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling