+55.1%
ZM vs NIO
-18.3%
+73.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.2% |
| 7D | +0.3% | -4.1% | +4.5% | +1.1% |
| 30D | -10.3% | -23.2% | +13.0% | -5.9% |
| 3M | -0.7% | -29.9% | +29.3% | +5.8% |
| 6M | +24.8% | -25.1% | +49.9% | +29.4% |
| YTD | +11.5% | -27.5% | +38.9% | +15.8% |
| 1Y | +12.3% | -41.1% | +53.4% | +20.0% |
| 3Y | +33.5% | -63.1% | +96.6% | +44.7% |
| 5Y | -67.5% | -90.4% | +22.9% | -58.4% |
| All | +55.1% | -18.3% | +73.5% | +92.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling