+249.6%
EME vs NIO
-62.3%
+311.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.5% |
| 7D | +5.2% | -6.7% | +11.8% | +5.7% |
| 30D | -5.4% | -20.0% | +14.7% | -3.6% |
| 3M | -6.1% | -30.5% | +24.4% | -3.3% |
| 6M | +9.7% | -20.7% | +30.4% | +11.3% |
| YTD | +26.6% | -25.7% | +52.3% | +29.0% |
| 1Y | +24.6% | -38.6% | +63.2% | +28.4% |
| 3Y | +249.6% | -62.3% | +311.8% | +257.9% |
| All | +249.6% | -62.3% | +311.9% | +257.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling