+180.9%
ESI vs NIO
-49.2%
+230.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.7% | -1.5% |
| 7D | +8.3% | -4.7% | +13.0% | +8.9% |
| 30D | -10.4% | -14.3% | +3.9% | -8.9% |
| 3M | -13.2% | -32.8% | +19.7% | -9.5% |
| 6M | -23.9% | -49.8% | +26.0% | -18.4% |
| YTD | +34.2% | -40.2% | +74.4% | +40.6% |
| 1Y | +22.2% | -52.7% | +74.9% | +31.1% |
| 3Y | +79.2% | -57.9% | +137.1% | +86.6% |
| 5Y | +38.1% | -92.9% | +131.0% | +59.4% |
| All | +180.9% | -49.2% | +230.1% | +169.3% |
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 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