-56.1%
NIO vs M
-5.1%
-51.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.3% |
| 7D | -14.5% | +7.0% | -21.5% | -16.1% |
| 30D | -15.0% | +8.9% | -23.9% | -17.2% |
| 3M | -35.6% | +4.5% | -40.1% | -36.7% |
| 6M | -55.7% | +36.2% | -91.9% | -60.0% |
| YTD | -43.1% | +15.1% | -58.3% | -46.7% |
| 1Y | -53.5% | +27.4% | -81.0% | -57.9% |
| 3Y | -59.8% | +160.1% | -220.0% | -72.5% |
| 5Y | -93.2% | -1.6% | -91.6% | -94.1% |
| All | -56.1% | -5.1% | -51.0% | -63.1% |
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