-92.4%
NIO vs ES
+5.0%
-97.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.7% |
| 7D | -3.6% | +5.9% | -9.5% | -5.5% |
| 30D | -8.0% | +10.2% | -18.3% | -11.2% |
| 3M | -31.2% | +0.4% | -31.6% | -31.4% |
| 6M | -45.8% | +6.9% | -52.6% | -47.6% |
| YTD | -37.3% | +10.5% | -47.8% | -40.4% |
| 1Y | -56.1% | +3.2% | -59.3% | -57.3% |
| 3Y | -61.1% | +49.0% | -110.2% | -69.0% |
| 5Y | -92.4% | +4.5% | -96.9% | -92.6% |
| All | -92.4% | +5.0% | -97.4% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling