+369.6%
EAT vs NIO
-43.2%
+412.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -3.9% | +6.9% | -10.8% | -4.7% |
| 30D | +5.0% | -4.7% | +9.7% | +5.6% |
| 3M | -9.6% | -28.1% | +18.4% | -6.2% |
| 6M | +46.8% | -41.7% | +88.5% | +55.5% |
| YTD | +41.8% | -33.1% | +75.0% | +46.9% |
| 1Y | +98.3% | -50.3% | +148.6% | +112.4% |
| 3Y | +503.1% | -54.4% | +557.4% | +516.7% |
| 5Y | +356.7% | -91.6% | +448.3% | +439.5% |
| All | +369.6% | -43.2% | +412.7% | +292.4% |
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 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