-44.1%
NIO vs EQH
+192.5%
-236.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.4% |
| 7D | -2.9% | +0.7% | -3.6% | -3.2% |
| 30D | -18.7% | +2.8% | -21.6% | -20.1% |
| 3M | -29.4% | +23.1% | -52.5% | -36.9% |
| 6M | -32.5% | +41.4% | -73.9% | -44.3% |
| YTD | -27.6% | +14.3% | -41.9% | -34.2% |
| 1Y | -39.2% | +1.6% | -40.8% | -41.7% |
| 3Y | -64.3% | +102.7% | -167.0% | -77.1% |
| 5Y | -90.3% | +104.5% | -194.8% | -93.7% |
| All | -44.1% | +192.5% | -236.6% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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