+235.9%
ET vs NIO
-90.7%
+326.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.4% |
| 7D | +0.9% | -13.0% | +13.9% | +1.9% |
| 30D | +7.5% | -18.3% | +25.8% | +8.9% |
| 3M | +11.4% | -33.2% | +44.6% | +14.5% |
| 6M | +18.5% | -21.5% | +40.0% | +19.7% |
| YTD | +37.4% | -25.5% | +62.9% | +39.1% |
| 1Y | +30.9% | -38.0% | +68.9% | +34.0% |
| 3Y | +98.7% | -65.5% | +164.2% | +106.8% |
| All | +235.9% | -90.7% | +326.6% | +293.0% |
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