-10.3%
EL vs NIO
-43.2%
+32.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.8% |
| 7D | +8.0% | +6.9% | +1.1% | +7.3% |
| 30D | +15.4% | -4.7% | +20.2% | +15.9% |
| 3M | +28.5% | -28.1% | +56.6% | +32.6% |
| 6M | +32.2% | -41.7% | +73.9% | +38.7% |
| YTD | +9.2% | -33.1% | +42.3% | +12.2% |
| 1Y | +30.8% | -50.3% | +81.1% | +38.3% |
| 3Y | +3.7% | -54.4% | +58.0% | +6.4% |
| 5Y | -64.8% | -91.6% | +26.8% | -61.0% |
| All | -10.3% | -43.2% | +32.9% | -11.0% |
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