+91.8%
EXC vs NIO
-46.0%
+137.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -1.4% | -1.8% | +0.5% | -1.3% |
| 30D | +8.3% | -6.6% | +14.9% | +8.4% |
| 3M | +2.6% | -29.9% | +32.5% | +3.4% |
| 6M | +5.2% | -46.6% | +51.8% | +6.6% |
| YTD | +7.5% | -36.5% | +44.0% | +8.4% |
| 1Y | +3.2% | -51.1% | +54.3% | +4.6% |
| 3Y | +29.5% | -55.2% | +84.8% | +30.1% |
| 5Y | +39.7% | -92.3% | +132.0% | +44.2% |
| All | +91.8% | -46.0% | +137.8% | +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