-42.4%
NIO vs ES
+49.2%
-91.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -13.0% | +0.3% | -13.3% | -13.1% |
| 30D | -18.3% | -2.0% | -16.3% | -18.1% |
| 3M | -33.2% | +1.7% | -34.9% | -33.6% |
| 6M | -21.5% | -3.5% | -17.9% | -21.3% |
| YTD | -25.5% | +7.9% | -33.4% | -26.7% |
| 1Y | -38.0% | +17.2% | -55.2% | -40.0% |
| 3Y | -65.5% | +29.3% | -94.8% | -67.4% |
| 5Y | -90.6% | -5.7% | -84.8% | -91.0% |
| All | -42.4% | +49.2% | -91.6% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling