+75.7%
ESI vs NIO
-90.7%
+166.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.2% |
| 7D | +3.3% | -13.0% | +16.4% | +5.6% |
| 30D | -5.9% | -18.3% | +12.4% | -2.9% |
| 3M | -14.1% | -33.2% | +19.1% | -8.6% |
| 6M | +6.6% | -21.5% | +28.1% | +9.7% |
| YTD | +45.0% | -25.5% | +70.5% | +50.2% |
| 1Y | +41.5% | -38.0% | +79.5% | +49.8% |
| 3Y | +78.8% | -65.5% | +144.2% | +95.6% |
| All | +75.7% | -90.7% | +166.4% | +116.5% |
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