-56.1%
NIO vs ES
+52.4%
-108.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.0% |
| 7D | -14.5% | +2.7% | -17.2% | -14.8% |
| 30D | -15.0% | +7.6% | -22.5% | -15.9% |
| 3M | -35.6% | +0.5% | -36.0% | -35.7% |
| 6M | -55.7% | +7.6% | -63.3% | -56.4% |
| YTD | -43.1% | +10.2% | -53.4% | -44.3% |
| 1Y | -53.5% | +1.8% | -55.4% | -53.9% |
| 3Y | -59.8% | +55.4% | -115.2% | -62.8% |
| 5Y | -93.2% | +7.3% | -100.5% | -93.5% |
| All | -56.1% | +52.4% | -108.5% | -58.5% |
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