+61.3%
EXE vs NIO
-92.1%
+153.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.8% | -1.2% |
| 7D | -6.6% | +5.6% | -12.2% | -6.9% |
| 30D | -4.0% | -4.2% | +0.2% | -3.8% |
| 3M | -7.5% | -26.3% | +18.9% | -5.8% |
| 6M | -11.7% | -42.5% | +30.9% | -8.8% |
| YTD | -22.0% | -33.5% | +11.5% | -20.6% |
| 1Y | -21.8% | -52.7% | +30.9% | -18.5% |
| 3Y | +8.0% | -57.5% | +65.5% | +10.3% |
| All | +61.3% | -92.1% | +153.4% | +76.6% |
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