+431.1%
EAT vs NIO
-36.7%
+467.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.8% |
| 7D | 0.0% | -13.0% | +13.1% | +1.7% |
| 30D | +1.9% | -18.3% | +20.2% | +4.3% |
| 3M | +68.7% | -33.2% | +101.9% | +76.5% |
| 6M | +66.9% | -21.5% | +88.4% | +70.1% |
| YTD | +60.4% | -25.5% | +85.9% | +64.2% |
| 1Y | +44.0% | -38.0% | +82.0% | +49.2% |
| 3Y | +604.7% | -65.5% | +670.1% | +646.3% |
| 5Y | +347.0% | -90.6% | +437.6% | +420.3% |
| All | +431.1% | -36.7% | +467.8% | +338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling