+716.0%
ELF vs NIO
-36.7%
+752.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.2% |
| 7D | +5.4% | -13.0% | +18.4% | +6.6% |
| 30D | +27.0% | -18.3% | +45.3% | +29.1% |
| 3M | +113.2% | -33.2% | +146.4% | +120.2% |
| 6M | +36.6% | -21.5% | +58.1% | +38.6% |
| YTD | +44.2% | -25.5% | +69.7% | +46.9% |
| 1Y | -18.0% | -38.0% | +20.0% | -15.3% |
| 3Y | -19.9% | -65.5% | +45.5% | -16.1% |
| 5Y | +257.7% | -90.6% | +348.3% | +294.0% |
| All | +716.0% | -36.7% | +752.7% | +683.8% |
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