-66.8%
EL vs NIO
-90.7%
+23.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.5% | +3.2% |
| 7D | +0.8% | -13.0% | +13.8% | +3.2% |
| 30D | +19.8% | -18.3% | +38.1% | +23.9% |
| 3M | +25.7% | -33.2% | +58.9% | +34.3% |
| 6M | +5.4% | -21.5% | +26.9% | +8.0% |
| YTD | +0.2% | -25.5% | +25.7% | +3.1% |
| 1Y | +20.4% | -38.0% | +58.5% | +27.1% |
| 3Y | -32.1% | -65.5% | +33.3% | -24.8% |
| All | -66.8% | -90.7% | +23.9% | -58.9% |
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