+907.1%
EME vs NIO
-40.3%
+947.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.6% |
| 7D | +0.9% | -7.3% | +8.2% | +1.4% |
| 30D | -8.4% | -22.5% | +14.1% | -6.9% |
| 3M | -3.6% | -30.9% | +27.3% | -1.4% |
| 6M | +3.6% | -37.2% | +40.7% | +6.4% |
| YTD | +22.5% | -29.8% | +52.3% | +24.8% |
| 1Y | +18.2% | -37.4% | +55.6% | +21.0% |
| 3Y | +238.4% | -64.3% | +302.7% | +248.8% |
| 5Y | +550.5% | -90.6% | +641.1% | +600.9% |
| All | +907.1% | -40.3% | +947.5% | +816.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling