-92.2%
NIO vs M
-11.5%
-80.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.6% | +10.5% | +7.3% |
| 7D | +5.6% | -4.3% | +9.9% | +6.8% |
| 30D | -4.2% | +1.3% | -5.5% | -4.9% |
| 3M | -26.3% | -7.4% | -18.9% | -25.0% |
| 6M | -42.5% | +18.3% | -60.9% | -46.6% |
| YTD | -33.5% | +7.6% | -41.1% | -36.9% |
| 1Y | -52.7% | +17.4% | -70.0% | -56.6% |
| 3Y | -57.5% | +108.4% | -165.8% | -71.7% |
| All | -92.2% | -11.5% | -80.7% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling