+68.6%
EOSE vs NIO
-55.4%
+124.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -1.2% | +15.6% | +14.8% |
| 7D | -7.0% | -1.8% | -5.2% | -6.5% |
| 30D | -16.7% | -6.6% | -10.1% | -14.4% |
| 3M | -53.1% | -29.9% | -23.2% | -47.1% |
| 6M | -76.8% | -46.6% | -30.2% | -71.4% |
| YTD | -82.6% | -36.5% | -46.2% | -80.2% |
| 1Y | -89.3% | -51.1% | -38.1% | -86.6% |
| All | +68.6% | -55.4% | +124.1% | +98.0% |
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