-90.6%
NIO vs EQH
+94.3%
-184.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.8% |
| 7D | -7.3% | -1.8% | -5.5% | -6.3% |
| 30D | -22.5% | +2.4% | -24.9% | -24.0% |
| 3M | -30.9% | +26.3% | -57.2% | -40.9% |
| 6M | -37.2% | +35.8% | -73.0% | -49.6% |
| YTD | -29.8% | +12.7% | -42.5% | -37.1% |
| 1Y | -37.4% | +2.5% | -39.9% | -40.7% |
| 3Y | -64.3% | +98.6% | -163.0% | -82.4% |
| 5Y | -90.6% | +101.7% | -192.3% | -95.5% |
| All | -90.6% | +94.3% | -184.9% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling