+455.7%
ETN vs NIO
-36.7%
+492.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.0% | +3.6% |
| 7D | +2.0% | -13.0% | +15.0% | +3.1% |
| 30D | -7.9% | -18.3% | +10.4% | -6.6% |
| 3M | -1.6% | -33.2% | +31.6% | +1.3% |
| 6M | +16.9% | -21.5% | +38.4% | +18.5% |
| YTD | +30.1% | -25.5% | +55.6% | +32.3% |
| 1Y | +19.3% | -38.0% | +57.3% | +22.5% |
| 3Y | +82.5% | -65.5% | +148.0% | +89.3% |
| 5Y | +166.8% | -90.6% | +257.4% | +189.3% |
| All | +455.7% | -36.7% | +492.3% | +392.3% |
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