-48.3%
NIO vs ES
+47.7%
-96.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | -4.7% | +5.7% | -10.5% | -5.6% |
| 3M | -28.1% | -2.8% | -25.3% | -27.9% |
| 6M | -41.7% | +7.0% | -48.7% | -42.6% |
| YTD | -33.1% | +6.8% | -39.9% | -34.2% |
| 1Y | -50.3% | -0.5% | -49.8% | -50.6% |
| 3Y | -54.4% | +47.2% | -101.5% | -57.4% |
| 5Y | -91.6% | +2.3% | -93.9% | -92.0% |
| All | -48.3% | +47.7% | -96.0% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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