-42.6%
NIO vs EQH
+185.4%
-227.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.6% |
| 7D | -6.7% | +5.4% | -12.1% | -9.2% |
| 30D | -20.0% | +1.0% | -21.1% | -20.7% |
| 3M | -30.5% | +26.7% | -57.2% | -38.7% |
| 6M | -20.7% | +34.4% | -55.1% | -32.9% |
| YTD | -25.7% | +11.5% | -37.2% | -31.6% |
| 1Y | -38.6% | +0.4% | -39.0% | -40.8% |
| 3Y | -62.3% | +96.5% | -158.8% | -75.4% |
| 5Y | -90.1% | +93.4% | -183.4% | -93.4% |
| All | -42.6% | +185.4% | -227.9% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling