+781.4%
ELF vs NIO
-46.0%
+827.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +4.3% | -1.8% | +6.1% | +4.4% |
| 30D | +7.7% | -6.6% | +14.4% | +8.4% |
| 3M | +24.7% | -29.9% | +54.6% | +28.4% |
| 6M | +114.6% | -46.6% | +161.3% | +125.6% |
| YTD | +55.8% | -36.5% | +92.3% | +60.8% |
| 1Y | +51.9% | -51.1% | +103.1% | +60.1% |
| 3Y | +24.6% | -55.2% | +79.8% | +28.0% |
| 5Y | +279.2% | -92.3% | +371.5% | +324.9% |
| All | +781.4% | -46.0% | +827.4% | +758.2% |
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 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