+91.9%
EXC vs NIO
-43.5%
+135.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.9% | -7.9% | -2.1% |
| 7D | -1.2% | +5.6% | -6.8% | -1.3% |
| 30D | +10.0% | -4.2% | +14.2% | +10.0% |
| 3M | +1.6% | -26.3% | +27.9% | +2.3% |
| 6M | +3.3% | -42.5% | +45.8% | +4.5% |
| YTD | +7.6% | -33.5% | +41.1% | +8.3% |
| 1Y | +3.5% | -52.7% | +56.1% | +5.0% |
| 3Y | +27.7% | -57.5% | +85.1% | +28.5% |
| 5Y | +41.1% | -92.0% | +133.1% | +45.5% |
| All | +91.9% | -43.5% | +135.4% | +79.4% |
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