-81.0%
EOSE vs NIO
-91.5%
+10.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.9% | +10.4% | +7.4% |
| 7D | +9.8% | -14.5% | +24.2% | +16.6% |
| 30D | -2.1% | -15.0% | +12.9% | +4.5% |
| 3M | -54.1% | -35.6% | -18.5% | -45.6% |
| 6M | -76.9% | -55.7% | -21.3% | -68.6% |
| YTD | -83.3% | -43.1% | -40.2% | -79.8% |
| 1Y | -87.4% | -53.5% | -33.9% | -83.5% |
| 3Y | +61.9% | -59.8% | +121.7% | +96.8% |
| 5Y | -82.1% | -93.2% | +11.1% | -62.1% |
| All | -81.0% | -91.5% | +10.4% | -61.7% |
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