-18.0%
NIO vs ZYBT
-58.4%
+40.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.4% |
| 7D | -4.1% | -3.7% | -0.5% | -4.1% |
| 30D | -23.2% | -12.8% | -10.5% | -23.2% |
| 3M | -29.9% | +76.2% | -106.1% | -29.4% |
| 6M | -25.1% | +109.3% | -134.4% | -25.4% |
| YTD | -27.5% | +36.5% | -64.0% | -27.1% |
| 1Y | -41.1% | -84.0% | +42.9% | -38.1% |
| All | -18.0% | -58.4% | +40.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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