-42.4%
NIO vs M
-12.2%
-30.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.1% | -2.3% |
| 7D | -13.0% | +4.7% | -17.8% | -14.2% |
| 30D | -18.3% | -9.6% | -8.6% | -16.1% |
| 3M | -33.2% | +0.9% | -34.1% | -33.9% |
| 6M | -21.5% | +22.3% | -43.8% | -27.0% |
| YTD | -25.5% | +6.5% | -32.0% | -28.4% |
| 1Y | -38.0% | +38.8% | -76.8% | -45.0% |
| 3Y | -65.5% | +115.9% | -181.4% | -75.0% |
| 5Y | -90.6% | +28.6% | -119.2% | -92.3% |
| All | -42.4% | -12.2% | -30.2% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling