-48.3%
NIO vs M
-4.1%
-44.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.5% | -1.6% |
| 7D | +6.9% | +2.5% | +4.3% | +5.9% |
| 30D | -4.7% | +10.1% | -14.8% | -7.5% |
| 3M | -28.1% | -0.9% | -27.1% | -28.3% |
| 6M | -41.7% | +30.2% | -71.9% | -46.7% |
| YTD | -33.1% | +16.3% | -49.4% | -37.5% |
| 1Y | -50.3% | +27.0% | -77.3% | -54.9% |
| 3Y | -54.4% | +154.5% | -208.8% | -68.6% |
| 5Y | -91.6% | -1.1% | -90.5% | -92.7% |
| All | -48.3% | -4.1% | -44.2% | -56.7% |
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