+77.8%
ECL vs NIO
-59.9%
+137.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.9% | -7.6% | -1.8% |
| 7D | -0.8% | +5.6% | -6.4% | -0.9% |
| 30D | +8.1% | -4.2% | +12.4% | +8.2% |
| 3M | +6.4% | -26.3% | +32.7% | +6.9% |
| 6M | +14.8% | -42.5% | +57.3% | +15.9% |
| YTD | +15.5% | -33.5% | +49.0% | +16.2% |
| 1Y | +20.1% | -52.7% | +72.8% | +21.4% |
| 3Y | +77.8% | -57.5% | +135.2% | +78.1% |
| All | +77.8% | -59.9% | +137.6% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling