+141.9%
ET vs NIO
-36.8%
+178.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.4% | -6.7% | +7.1% | +0.8% |
| 30D | +6.9% | -20.0% | +26.9% | +8.3% |
| 3M | +13.1% | -30.5% | +43.5% | +15.5% |
| 6M | +18.7% | -20.7% | +39.4% | +19.7% |
| YTD | +37.4% | -25.7% | +63.1% | +39.1% |
| 1Y | +34.8% | -38.6% | +73.4% | +37.7% |
| 3Y | +96.8% | -62.3% | +159.1% | +101.6% |
| 5Y | +238.2% | -90.1% | +328.3% | +264.1% |
| All | +141.9% | -36.8% | +178.7% | +119.4% |
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