+253.3%
ETR vs NIO
-43.2%
+296.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +1.7% | +6.9% | -5.1% | +1.7% |
| 30D | +8.7% | -4.7% | +13.5% | +8.8% |
| 3M | +4.9% | -28.1% | +33.0% | +5.3% |
| 6M | +0.8% | -41.7% | +42.5% | +1.4% |
| YTD | +23.1% | -33.1% | +56.3% | +23.6% |
| 1Y | +17.9% | -50.3% | +68.2% | +18.8% |
| 3Y | +154.5% | -54.4% | +208.9% | +155.0% |
| 5Y | +160.3% | -91.6% | +251.9% | +163.3% |
| All | +253.3% | -43.2% | +296.5% | +239.9% |
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