+32.1%
EMB vs NIO
-36.7%
+68.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | 0.0% | -13.0% | +13.0% | +0.4% |
| 30D | -0.3% | -18.3% | +18.0% | +0.3% |
| 3M | -0.4% | -33.2% | +32.8% | +0.8% |
| 6M | +0.1% | -21.5% | +21.6% | +0.6% |
| YTD | +1.6% | -25.5% | +27.1% | +2.2% |
| 1Y | +5.6% | -38.0% | +43.6% | +6.7% |
| 3Y | +29.8% | -65.5% | +95.3% | +31.7% |
| 5Y | +7.3% | -90.6% | +97.9% | +10.6% |
| All | +32.1% | -36.7% | +68.7% | +27.2% |
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 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