+33.8%
ZM vs NIO
-62.3%
+96.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.6% | -4.8% |
| 7D | +1.6% | -6.7% | +8.3% | +2.3% |
| 30D | -7.7% | -20.0% | +12.3% | -5.6% |
| 3M | -4.7% | -30.5% | +25.8% | -1.2% |
| 6M | +24.4% | -20.7% | +45.2% | +25.9% |
| YTD | +11.8% | -25.7% | +37.4% | +13.7% |
| 1Y | +13.4% | -38.6% | +51.9% | +17.2% |
| 3Y | +33.8% | -62.3% | +96.1% | +42.8% |
| All | +33.8% | -62.3% | +96.2% | +42.8% |
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