-43.9%
NIO vs EVRG
+87.9%
-131.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -2.2% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | -23.2% | -0.2% | -23.0% | -23.2% |
| 3M | -29.9% | -0.5% | -29.5% | -30.0% |
| 6M | -25.1% | +0.2% | -25.3% | -25.3% |
| YTD | -27.5% | +14.9% | -42.3% | -29.2% |
| 1Y | -41.1% | +18.2% | -59.3% | -42.7% |
| 3Y | -63.1% | +70.2% | -133.3% | -66.1% |
| 5Y | -90.4% | +45.3% | -135.7% | -91.0% |
| All | -43.9% | +87.9% | -131.9% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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