-29.4%
ELAN vs NIO
-90.4%
+61.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.4% |
| 7D | -4.6% | -4.1% | -0.4% | -3.9% |
| 30D | +5.7% | -23.2% | +28.9% | +10.3% |
| 3M | -3.9% | -29.9% | +26.0% | +1.6% |
| 6M | -1.6% | -25.1% | +23.5% | +1.8% |
| YTD | +4.1% | -27.5% | +31.5% | +8.0% |
| 1Y | +25.5% | -41.1% | +66.6% | +33.8% |
| 3Y | +103.2% | -63.1% | +166.3% | +121.2% |
| All | -29.4% | -90.4% | +61.0% | -15.2% |
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