+136.9%
EMR vs NIO
-36.8%
+173.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +3.1% | -6.7% | +9.7% | +3.6% |
| 30D | -3.5% | -20.0% | +16.5% | -2.0% |
| 3M | +9.8% | -30.5% | +40.2% | +12.6% |
| 6M | +10.8% | -20.7% | +31.5% | +12.1% |
| YTD | +15.9% | -25.7% | +41.6% | +17.7% |
| 1Y | +16.4% | -38.6% | +55.0% | +19.5% |
| 3Y | +62.1% | -62.3% | +124.4% | +67.0% |
| 5Y | +62.9% | -90.1% | +153.0% | +76.4% |
| All | +136.9% | -36.8% | +173.7% | +108.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling