-38.0%
NIO vs M
+46.1%
-84.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.1% | -1.7% |
| 7D | -13.0% | +4.7% | -17.8% | -13.2% |
| 30D | -18.3% | -9.6% | -8.6% | -17.8% |
| 3M | -33.2% | +0.9% | -34.1% | -33.4% |
| 6M | -21.5% | +22.3% | -43.8% | -23.5% |
| YTD | -25.5% | +6.5% | -32.0% | -26.1% |
| 1Y | -38.0% | +38.8% | -76.8% | -46.0% |
| All | -38.0% | +46.1% | -84.2% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling