-59.8%
NIO vs MKTX
-22.1%
-37.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -5.0% | -4.9% |
| 7D | -14.5% | +0.2% | -14.7% | -14.5% |
| 30D | -15.0% | +0.9% | -15.9% | -15.0% |
| 3M | -35.6% | +2.6% | -38.1% | -35.7% |
| 6M | -55.7% | +20.4% | -76.1% | -56.7% |
| YTD | -43.1% | -7.1% | -36.1% | -42.8% |
| 1Y | -53.5% | -2.8% | -50.8% | -53.6% |
| 3Y | -59.8% | -21.7% | -38.1% | -60.3% |
| All | -59.8% | -22.1% | -37.7% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling