-59.8%
NIO vs ES
+50.7%
-110.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.5% |
| 7D | -3.6% | +5.9% | -9.5% | -5.0% |
| 30D | -8.0% | +10.2% | -18.3% | -10.3% |
| 3M | -31.2% | +0.4% | -31.6% | -31.3% |
| 6M | -45.8% | +6.9% | -52.6% | -47.2% |
| YTD | -37.3% | +10.5% | -47.8% | -39.8% |
| 1Y | -56.1% | +3.2% | -59.3% | -57.0% |
| All | -59.8% | +50.7% | -110.5% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling