-66.2%
ZM vs NIO
-90.7%
+24.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +3.6% |
| 7D | +2.9% | -13.0% | +16.0% | +6.2% |
| 30D | +0.7% | -18.3% | +19.0% | +5.3% |
| 3M | -3.7% | -33.2% | +29.5% | +5.3% |
| 6M | +29.9% | -21.5% | +51.4% | +34.0% |
| YTD | +17.4% | -25.5% | +42.9% | +22.2% |
| 1Y | +22.4% | -38.0% | +60.4% | +31.1% |
| 3Y | +41.3% | -65.5% | +106.7% | +62.7% |
| All | -66.2% | -90.7% | +24.5% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling