-42.4%
NIO vs EVRG
+88.7%
-131.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -13.0% | +1.1% | -14.1% | -13.2% |
| 30D | -18.3% | -1.0% | -17.3% | -18.2% |
| 3M | -33.2% | +0.4% | -33.6% | -33.4% |
| 6M | -21.5% | -0.8% | -20.6% | -21.6% |
| YTD | -25.5% | +15.3% | -40.8% | -27.3% |
| 1Y | -38.0% | +17.9% | -55.9% | -39.7% |
| 3Y | -65.5% | +71.9% | -137.4% | -68.3% |
| 5Y | -90.6% | +45.3% | -135.8% | -91.2% |
| All | -42.4% | +88.7% | -131.1% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling