-60.4%
EOSE vs NIO
-89.5%
+29.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.6% | -2.6% |
| 7D | +14.0% | -7.3% | +21.3% | +17.3% |
| 30D | -5.9% | -22.5% | +16.6% | +3.6% |
| 3M | -34.3% | -30.9% | -3.4% | -24.6% |
| 6M | -37.8% | -37.2% | -0.6% | -27.1% |
| YTD | -65.2% | -29.8% | -35.4% | -61.1% |
| 1Y | -41.9% | -37.4% | -4.5% | -32.6% |
| 3Y | +44.6% | -64.3% | +108.9% | +82.2% |
| 5Y | -69.2% | -90.6% | +21.4% | -42.9% |
| All | -60.4% | -89.5% | +29.1% | -26.4% |
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