-50.9%
NIO vs M
-4.5%
-46.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -1.8% | -3.3% | +1.5% | -1.1% |
| 30D | -6.6% | +8.1% | -14.7% | -8.9% |
| 3M | -29.9% | +2.2% | -32.1% | -30.7% |
| 6M | -46.6% | +35.1% | -81.7% | -51.7% |
| YTD | -36.5% | +15.8% | -52.3% | -40.6% |
| 1Y | -51.1% | +25.8% | -77.0% | -55.6% |
| 3Y | -55.2% | +156.2% | -211.5% | -69.3% |
| 5Y | -92.3% | -2.4% | -90.0% | -93.3% |
| All | -50.9% | -4.5% | -46.4% | -58.8% |
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