-48.6%
NIO vs M
-11.3%
-37.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.6% | +10.5% | +7.2% |
| 7D | +5.6% | -4.3% | +9.9% | +6.7% |
| 30D | -4.2% | +1.3% | -5.5% | -4.8% |
| 3M | -26.3% | -7.4% | -18.9% | -25.1% |
| 6M | -42.5% | +18.3% | -60.9% | -46.1% |
| YTD | -33.5% | +7.6% | -41.1% | -36.5% |
| 1Y | -52.7% | +17.4% | -70.0% | -56.1% |
| 3Y | -57.5% | +108.4% | -165.8% | -68.9% |
| 5Y | -92.0% | -10.6% | -81.4% | -92.8% |
| All | -48.6% | -11.3% | -37.3% | -56.0% |
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 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