-19.4%
EL vs NIO
-36.8%
+17.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +1.7% | -6.7% | +8.3% | +2.3% |
| 30D | +15.5% | -20.0% | +35.5% | +17.9% |
| 3M | +20.6% | -30.5% | +51.0% | +24.7% |
| 6M | +10.5% | -20.7% | +31.2% | +12.0% |
| YTD | -1.9% | -25.7% | +23.8% | -0.1% |
| 1Y | +16.1% | -38.6% | +54.7% | +19.9% |
| 3Y | -30.2% | -62.3% | +32.0% | -27.4% |
| 5Y | -67.4% | -90.1% | +22.7% | -64.3% |
| All | -19.4% | -36.8% | +17.4% | -20.8% |
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