+44.6%
EEM vs NIO
-90.7%
+135.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | +2.3% | -13.0% | +15.4% | +4.5% |
| 30D | +4.5% | -18.3% | +22.8% | +7.7% |
| 3M | -0.1% | -33.2% | +33.2% | +6.2% |
| 6M | +16.9% | -21.5% | +38.4% | +20.4% |
| YTD | +26.2% | -25.5% | +51.7% | +30.7% |
| 1Y | +40.5% | -38.0% | +78.5% | +48.5% |
| 3Y | +86.2% | -65.5% | +151.6% | +103.8% |
| All | +44.6% | -90.7% | +135.3% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling