-90.1%
NIO vs EVRG
+49.3%
-139.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.5% |
| 7D | -6.7% | +0.9% | -7.5% | -6.9% |
| 30D | -20.0% | -0.5% | -19.5% | -20.0% |
| 3M | -30.5% | +1.5% | -32.0% | -31.2% |
| 6M | -20.7% | +1.2% | -21.9% | -21.6% |
| YTD | -25.7% | +16.3% | -42.0% | -30.4% |
| 1Y | -38.6% | +20.3% | -58.8% | -43.2% |
| 3Y | -62.3% | +72.3% | -134.6% | -70.4% |
| 5Y | -90.1% | +46.7% | -136.8% | -91.7% |
| All | -90.1% | +49.3% | -139.4% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling