+163.9%
EMR vs NIO
-43.2%
+207.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.4% |
| 7D | +2.1% | +6.9% | -4.8% | +1.6% |
| 30D | +4.8% | -4.7% | +9.5% | +5.1% |
| 3M | +7.5% | -28.1% | +35.5% | +10.0% |
| 6M | +20.9% | -41.7% | +62.6% | +25.3% |
| YTD | +29.2% | -33.1% | +62.3% | +32.1% |
| 1Y | +33.0% | -50.3% | +83.3% | +38.8% |
| 3Y | +109.8% | -54.4% | +164.1% | +113.6% |
| 5Y | +91.9% | -91.6% | +183.6% | +110.4% |
| All | +163.9% | -43.2% | +207.1% | +133.8% |
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