-17.7%
EL vs NIO
-36.7%
+19.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.5% | +3.1% |
| 7D | +0.8% | -13.0% | +13.8% | +2.1% |
| 30D | +19.8% | -18.3% | +38.1% | +22.1% |
| 3M | +25.7% | -33.2% | +58.9% | +30.5% |
| 6M | +5.4% | -21.5% | +26.9% | +7.0% |
| YTD | +0.2% | -25.5% | +25.7% | +2.0% |
| 1Y | +20.4% | -38.0% | +58.5% | +24.3% |
| 3Y | -32.1% | -65.5% | +33.3% | -28.8% |
| 5Y | -67.2% | -90.6% | +23.4% | -64.1% |
| All | -17.7% | -36.7% | +19.0% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling