+57.6%
ZM vs NIO
-32.7%
+90.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.7% |
| 7D | +10.0% | -4.7% | +14.7% | +10.9% |
| 30D | -0.5% | -14.3% | +13.9% | +2.3% |
| 3M | -7.1% | -32.8% | +25.8% | -0.3% |
| 6M | -5.1% | -49.8% | +44.7% | +6.9% |
| YTD | +13.2% | -40.2% | +53.4% | +21.6% |
| 1Y | +15.3% | -52.7% | +68.1% | +29.1% |
| 3Y | +57.4% | -57.9% | +115.3% | +66.1% |
| 5Y | -61.7% | -92.9% | +31.2% | -48.5% |
| All | +57.6% | -32.7% | +90.3% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling