-48.6%
NIO vs ES
+48.4%
-97.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.9% | +8.8% | +6.3% |
| 7D | +5.6% | +1.9% | +3.7% | +5.3% |
| 30D | -4.2% | +7.1% | -11.3% | -5.3% |
| 3M | -26.3% | -1.9% | -24.4% | -26.2% |
| 6M | -42.5% | +4.4% | -46.9% | -43.2% |
| YTD | -33.5% | +7.3% | -40.8% | -34.6% |
| 1Y | -52.7% | +2.1% | -54.8% | -53.1% |
| 3Y | -57.5% | +41.8% | -99.3% | -60.1% |
| 5Y | -92.0% | +1.4% | -93.4% | -92.3% |
| All | -48.6% | +48.4% | -97.0% | -51.3% |
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