+68.1%
ESI vs NIO
-59.9%
+128.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.1% |
| 7D | -8.5% | +5.6% | -14.1% | -9.2% |
| 30D | -15.7% | -4.2% | -11.4% | -15.2% |
| 3M | -18.2% | -26.3% | +8.1% | -15.0% |
| 6M | -28.8% | -42.5% | +13.7% | -23.6% |
| YTD | +26.3% | -33.5% | +59.8% | +32.2% |
| 1Y | +18.2% | -52.7% | +70.9% | +28.9% |
| 3Y | +68.1% | -57.5% | +125.6% | +72.9% |
| All | +68.1% | -59.9% | +128.0% | +72.9% |
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