-61.5%
EOSE vs NIO
-88.8%
+27.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.6% | +12.4% | +11.4% |
| 7D | +19.0% | -13.0% | +32.1% | +25.1% |
| 30D | +1.6% | -18.3% | +19.9% | +9.5% |
| 3M | -52.0% | -33.2% | -18.8% | -44.1% |
| 6M | -42.5% | -21.5% | -21.0% | -38.5% |
| YTD | -66.1% | -25.5% | -40.7% | -63.1% |
| 1Y | -47.1% | -38.0% | -9.1% | -38.6% |
| 3Y | +0.8% | -65.5% | +66.2% | +29.2% |
| 5Y | -71.7% | -90.6% | +18.9% | -47.5% |
| All | -61.5% | -88.8% | +27.3% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling