-50.9%
NIO vs EVRG
+104.4%
-155.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -1.8% | +2.5% | -4.3% | -2.1% |
| 30D | -6.6% | +8.4% | -15.0% | -7.7% |
| 3M | -29.9% | +8.6% | -38.5% | -30.7% |
| 6M | -46.6% | +7.7% | -54.3% | -47.3% |
| YTD | -36.5% | +25.0% | -61.4% | -38.7% |
| 1Y | -51.1% | +18.7% | -69.9% | -52.4% |
| 3Y | -55.2% | +102.1% | -157.3% | -59.7% |
| 5Y | -92.3% | +66.8% | -159.2% | -92.9% |
| All | -50.9% | +104.4% | -155.3% | -52.1% |
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