+764.1%
ELF vs NIO
-43.5%
+807.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.9% | -0.2% | +5.2% |
| 7D | +4.0% | +5.6% | -1.6% | +3.5% |
| 30D | +10.6% | -4.2% | +14.8% | +11.0% |
| 3M | +25.8% | -26.3% | +52.1% | +29.0% |
| 6M | +89.1% | -42.5% | +131.6% | +97.4% |
| YTD | +52.7% | -33.5% | +86.3% | +57.0% |
| 1Y | +51.7% | -52.7% | +104.4% | +60.3% |
| 3Y | +14.2% | -57.5% | +71.7% | +17.8% |
| 5Y | +270.7% | -92.0% | +362.7% | +313.8% |
| All | +764.1% | -43.5% | +807.6% | +738.1% |
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 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