-90.6%
NIO vs M
+27.3%
-117.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.1% | -2.3% |
| 7D | -13.0% | +4.7% | -17.8% | -14.3% |
| 30D | -18.3% | -9.6% | -8.6% | -15.9% |
| 3M | -33.2% | +0.9% | -34.1% | -34.0% |
| 6M | -21.5% | +22.3% | -43.8% | -27.7% |
| YTD | -25.5% | +6.5% | -32.0% | -28.7% |
| 1Y | -38.0% | +38.8% | -76.8% | -46.0% |
| 3Y | -65.5% | +115.9% | -181.4% | -77.0% |
| All | -90.6% | +27.3% | -117.9% | -92.5% |
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