-50.3%
NIO vs M
-3.6%
-46.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.0% |
| 7D | +2.8% | +5.0% | -2.2% | +1.2% |
| 30D | -8.4% | +10.6% | -19.0% | -11.2% |
| 3M | -32.0% | +1.6% | -33.5% | -32.6% |
| 6M | -43.9% | +30.8% | -74.8% | -48.9% |
| YTD | -35.7% | +16.9% | -52.6% | -40.0% |
| 1Y | -51.1% | +26.3% | -77.4% | -55.6% |
| 3Y | -54.7% | +158.6% | -213.3% | -69.0% |
| 5Y | -91.7% | +2.1% | -93.8% | -92.8% |
| All | -50.3% | -3.6% | -46.7% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling