+51.5%
EOSE vs NIO
-64.4%
+115.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -2.7% |
| 7D | +15.0% | -4.1% | +19.1% | +16.5% |
| 30D | +2.5% | -23.2% | +25.7% | +11.4% |
| 3M | -33.7% | -29.9% | -3.8% | -25.9% |
| 6M | -32.7% | -25.1% | -7.6% | -27.6% |
| YTD | -63.8% | -27.5% | -36.3% | -60.6% |
| 1Y | -40.5% | -41.1% | +0.5% | -31.2% |
| All | +51.5% | -64.4% | +115.8% | +57.1% |
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