-44.1%
NIO vs MKTX
-3.0%
-41.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -18.7% | +0.7% | -19.5% | -18.9% |
| 3M | -29.4% | +40.8% | -70.2% | -37.0% |
| 6M | -32.5% | -8.0% | -24.5% | -31.5% |
| YTD | -27.6% | -8.7% | -18.9% | -26.7% |
| 1Y | -39.2% | -11.8% | -27.4% | -38.0% |
| 3Y | -64.3% | -24.0% | -40.2% | -62.9% |
| 5Y | -90.3% | -60.3% | -30.0% | -88.3% |
| All | -44.1% | -3.0% | -41.1% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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