+113.4%
ECL vs NIO
-49.2%
+162.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.7% | -0.8% |
| 7D | -0.5% | -4.7% | +4.2% | -0.2% |
| 30D | +6.6% | -14.3% | +20.9% | +7.4% |
| 3M | +9.6% | -32.8% | +42.4% | +11.9% |
| 6M | +21.6% | -49.8% | +71.4% | +25.8% |
| YTD | +16.9% | -40.2% | +57.1% | +19.5% |
| 1Y | +17.9% | -52.7% | +70.6% | +21.9% |
| 3Y | +76.5% | -57.9% | +134.4% | +79.1% |
| 5Y | +36.6% | -92.9% | +129.5% | +47.1% |
| All | +113.4% | -49.2% | +162.5% | +101.6% |
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