+116.8%
ECL vs NIO
-51.7%
+168.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +1.9% |
| 7D | +2.9% | -14.5% | +17.3% | +3.7% |
| 30D | +7.5% | -15.0% | +22.4% | +8.4% |
| 3M | +12.2% | -35.6% | +47.8% | +14.8% |
| 6M | +24.6% | -55.7% | +80.2% | +29.7% |
| YTD | +18.8% | -43.1% | +61.9% | +21.7% |
| 1Y | +19.3% | -53.5% | +72.9% | +23.5% |
| 3Y | +78.2% | -59.8% | +138.0% | +81.3% |
| 5Y | +38.8% | -93.2% | +132.0% | +49.9% |
| All | +116.8% | -51.7% | +168.4% | +105.3% |
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