+179.3%
EXE vs NIO
-93.9%
+273.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | -1.8% | -6.7% | +4.9% | -1.3% |
| 30D | +6.4% | -20.0% | +26.4% | +8.0% |
| 3M | +9.2% | -30.5% | +39.7% | +11.9% |
| 6M | -7.0% | -20.7% | +13.7% | -6.2% |
| YTD | -9.5% | -25.7% | +16.2% | -8.3% |
| 1Y | +6.2% | -38.6% | +44.8% | +8.8% |
| 3Y | +20.7% | -62.3% | +83.0% | +24.5% |
| 5Y | +103.6% | -90.1% | +193.7% | +124.4% |
| All | +179.3% | -93.9% | +273.2% | +214.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling