+915.2%
EME vs NIO
-38.3%
+953.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | -0.1% | -2.3% |
| 7D | +2.7% | -4.1% | +6.9% | +3.0% |
| 30D | -6.8% | -23.2% | +16.4% | -5.2% |
| 3M | -8.8% | -29.9% | +21.1% | -6.8% |
| 6M | +5.0% | -25.1% | +30.1% | +6.6% |
| YTD | +23.5% | -27.5% | +50.9% | +25.5% |
| 1Y | +21.3% | -41.1% | +62.4% | +24.6% |
| 3Y | +241.1% | -63.1% | +304.2% | +250.8% |
| 5Y | +549.2% | -90.4% | +639.5% | +598.4% |
| All | +915.2% | -38.3% | +953.5% | +821.5% |
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