+37.5%
ZBRA vs NIO
-62.3%
+99.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | +2.6% | -6.7% | +9.2% | +3.4% |
| 30D | -6.4% | -20.0% | +13.7% | -3.7% |
| 3M | +51.3% | -30.5% | +81.7% | +58.2% |
| 6M | +60.5% | -20.7% | +81.2% | +63.4% |
| YTD | +45.2% | -25.7% | +70.9% | +48.7% |
| 1Y | +12.3% | -38.6% | +50.9% | +17.8% |
| 3Y | +37.5% | -62.3% | +99.8% | +46.0% |
| All | +37.5% | -62.3% | +99.8% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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