-90.4%
NIO vs MKTX
-61.3%
-29.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.4% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | -23.2% | +1.0% | -24.2% | -23.5% |
| 3M | -29.9% | +40.8% | -70.7% | -39.5% |
| 6M | -25.1% | -10.9% | -14.2% | -22.1% |
| YTD | -27.5% | -8.6% | -18.9% | -25.7% |
| 1Y | -41.1% | -11.6% | -29.5% | -39.1% |
| 3Y | -63.1% | -24.5% | -38.6% | -61.6% |
| 5Y | -90.4% | -60.7% | -29.7% | -86.8% |
| All | -90.4% | -61.3% | -29.1% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling