+35.6%
ESI vs NIO
-92.1%
+127.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.0% |
| 7D | -8.5% | +5.6% | -14.1% | -9.3% |
| 30D | -15.7% | -4.2% | -11.4% | -15.1% |
| 3M | -18.2% | -26.3% | +8.1% | -14.4% |
| 6M | -28.8% | -42.5% | +13.7% | -22.7% |
| YTD | +26.3% | -33.5% | +59.8% | +33.0% |
| 1Y | +18.2% | -52.7% | +70.9% | +31.0% |
| 3Y | +68.1% | -57.5% | +125.6% | +77.9% |
| All | +35.6% | -92.1% | +127.7% | +65.7% |
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