+250.6%
ELF vs NIO
-92.6%
+343.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -2.9% |
| 7D | -2.7% | -3.6% | +0.9% | -2.3% |
| 30D | +6.9% | -8.0% | +14.9% | +8.0% |
| 3M | +27.2% | -31.2% | +58.4% | +33.1% |
| 6M | +84.9% | -45.8% | +130.6% | +98.3% |
| YTD | +44.5% | -37.3% | +81.7% | +51.4% |
| 1Y | -6.8% | -56.1% | +49.3% | +2.1% |
| 3Y | +14.2% | -61.1% | +75.4% | +21.7% |
| 5Y | +250.6% | -92.4% | +343.1% | +326.6% |
| All | +250.6% | -92.6% | +343.3% | +326.6% |
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