-31.9%
ELAN vs NIO
-58.1%
+26.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +1.6% | -13.0% | +14.7% | +3.3% |
| 30D | -6.6% | -18.3% | +11.7% | -4.4% |
| 3M | -0.8% | -33.2% | +32.4% | +3.8% |
| 6M | +0.2% | -21.5% | +21.7% | +2.3% |
| YTD | +8.3% | -25.5% | +33.8% | +10.9% |
| 1Y | +40.2% | -38.0% | +78.3% | +46.0% |
| 3Y | +97.7% | -65.5% | +163.2% | +110.6% |
| 5Y | -28.3% | -90.6% | +62.3% | -18.2% |
| All | -31.9% | -58.1% | +26.2% | -39.3% |
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