+203.6%
ESI vs NIO
-36.7%
+240.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.1% |
| 7D | +3.3% | -13.0% | +16.4% | +4.8% |
| 30D | -5.9% | -18.3% | +12.4% | -3.9% |
| 3M | -14.1% | -33.2% | +19.1% | -10.5% |
| 6M | +6.6% | -21.5% | +28.1% | +8.7% |
| YTD | +45.0% | -25.5% | +70.5% | +48.6% |
| 1Y | +41.5% | -38.0% | +79.5% | +47.1% |
| 3Y | +78.8% | -65.5% | +144.2% | +89.0% |
| 5Y | +70.9% | -90.6% | +161.5% | +91.7% |
| All | +203.6% | -36.7% | +240.3% | +184.5% |
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 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