+92.0%
EXC vs NIO
-43.2%
+135.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -1.7% | +6.9% | -8.6% | -1.9% |
| 30D | +9.3% | -4.7% | +14.1% | +9.4% |
| 3M | +1.0% | -28.1% | +29.1% | +1.8% |
| 6M | +5.9% | -41.7% | +47.6% | +7.2% |
| YTD | +7.6% | -33.1% | +40.8% | +8.3% |
| 1Y | +2.4% | -50.3% | +52.7% | +3.8% |
| 3Y | +30.2% | -54.4% | +84.6% | +30.8% |
| 5Y | +41.4% | -91.6% | +133.0% | +45.6% |
| All | +92.0% | -43.2% | +135.2% | +79.5% |
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 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