+80.3%
EXE vs NIO
-93.2%
+173.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.1% |
| 7D | +5.3% | -14.5% | +19.8% | +6.3% |
| 30D | -2.2% | -15.0% | +12.8% | -1.3% |
| 3M | -5.9% | -35.6% | +29.7% | -3.4% |
| 6M | -5.7% | -55.7% | +49.9% | -1.1% |
| YTD | -17.8% | -43.1% | +25.3% | -15.6% |
| 1Y | -23.1% | -53.5% | +30.4% | -20.0% |
| 3Y | +21.2% | -59.8% | +81.0% | +24.0% |
| All | +80.3% | -93.2% | +173.5% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling