-53.8%
NIO vs ES
+51.2%
-105.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.7% | -6.0% |
| 7D | -4.7% | -1.1% | -3.6% | -4.6% |
| 30D | -14.3% | +8.2% | -22.5% | -15.4% |
| 3M | -32.8% | +0.6% | -33.4% | -33.0% |
| 6M | -49.8% | +6.0% | -55.8% | -50.5% |
| YTD | -40.2% | +9.3% | -49.5% | -41.4% |
| 1Y | -52.7% | +1.1% | -53.8% | -53.1% |
| 3Y | -57.9% | +51.9% | -109.8% | -60.8% |
| 5Y | -92.9% | +6.5% | -99.3% | -93.2% |
| All | -53.8% | +51.2% | -105.0% | -56.3% |
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