-12.8%
EL vs NIO
-43.5%
+30.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.7% | +1.7% |
| 7D | +0.8% | +5.6% | -4.8% | +0.2% |
| 30D | +16.5% | -4.2% | +20.8% | +17.0% |
| 3M | +29.2% | -26.3% | +55.5% | +32.9% |
| 6M | +27.9% | -42.5% | +70.5% | +34.3% |
| YTD | +6.2% | -33.5% | +39.7% | +9.2% |
| 1Y | +27.2% | -52.7% | +79.8% | +35.1% |
| 3Y | +3.2% | -57.5% | +60.7% | +6.6% |
| 5Y | -66.0% | -92.0% | +26.0% | -62.2% |
| All | -12.8% | -43.5% | +30.7% | -13.4% |
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