+144.5%
EXE vs NIO
-94.5%
+239.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -3.9% | +6.9% | -10.8% | -4.4% |
| 30D | -2.6% | -4.7% | +2.2% | -2.3% |
| 3M | -6.9% | -28.1% | +21.2% | -4.9% |
| 6M | -9.3% | -41.7% | +32.4% | -6.3% |
| YTD | -20.7% | -33.1% | +12.4% | -19.2% |
| 1Y | -21.8% | -50.3% | +28.5% | -18.7% |
| 3Y | +16.2% | -54.4% | +70.6% | +18.2% |
| 5Y | +61.1% | -91.6% | +152.7% | +80.1% |
| All | +144.5% | -94.5% | +239.0% | +176.7% |
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