-65.4%
ZM vs NIO
-92.1%
+26.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.9% | -4.7% | -0.2% |
| 7D | -5.9% | +5.6% | -11.5% | -7.1% |
| 30D | -5.2% | -4.2% | -0.9% | -4.3% |
| 3M | -11.3% | -26.3% | +15.0% | -5.1% |
| 6M | -14.5% | -42.5% | +28.0% | -3.8% |
| YTD | +4.2% | -33.5% | +37.7% | +11.0% |
| 1Y | +9.3% | -52.7% | +62.0% | +26.0% |
| 3Y | +45.4% | -57.5% | +102.9% | +55.9% |
| All | -65.4% | -92.1% | +26.6% | -51.4% |
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