-53.5%
NIO vs M
+24.3%
-77.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -4.9% |
| 7D | -14.5% | +7.0% | -21.5% | -14.5% |
| 30D | -15.0% | +8.9% | -23.9% | -14.9% |
| 3M | -35.6% | +4.5% | -40.1% | -35.8% |
| 6M | -55.7% | +36.2% | -91.9% | -55.3% |
| YTD | -43.1% | +15.1% | -58.3% | -43.4% |
| 1Y | -53.5% | +27.4% | -81.0% | -54.0% |
| All | -53.5% | +24.3% | -77.8% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling