-68.6%
EOSE vs NIO
-90.3%
+21.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -2.6% |
| 7D | +15.0% | -4.1% | +19.1% | +16.8% |
| 30D | +2.5% | -23.2% | +25.7% | +13.2% |
| 3M | -33.7% | -29.9% | -3.8% | -24.3% |
| 6M | -32.7% | -25.1% | -7.6% | -26.6% |
| YTD | -63.8% | -27.5% | -36.3% | -60.1% |
| 1Y | -40.5% | -41.1% | +0.5% | -29.4% |
| 3Y | +50.4% | -63.1% | +113.5% | +87.8% |
| 5Y | -68.6% | -90.4% | +21.8% | -42.3% |
| All | -68.6% | -90.3% | +21.7% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling