+110.8%
ECL vs NIO
-43.5%
+154.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.9% | -7.6% | -2.0% |
| 7D | -0.8% | +5.6% | -6.4% | -1.1% |
| 30D | +8.1% | -4.2% | +12.4% | +8.3% |
| 3M | +6.4% | -26.3% | +32.7% | +8.0% |
| 6M | +14.8% | -42.5% | +57.3% | +17.9% |
| YTD | +15.5% | -33.5% | +49.0% | +17.3% |
| 1Y | +20.1% | -52.7% | +72.8% | +24.2% |
| 3Y | +77.8% | -57.5% | +135.2% | +80.4% |
| 5Y | +37.9% | -92.0% | +129.9% | +47.6% |
| All | +110.8% | -43.5% | +154.3% | +98.0% |
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