+178.5%
EXE vs NIO
-93.9%
+272.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.3% | -13.0% | +12.8% | +0.7% |
| 30D | +8.5% | -18.3% | +26.7% | +9.9% |
| 3M | +5.5% | -33.2% | +38.7% | +8.3% |
| 6M | -5.9% | -21.5% | +15.6% | -5.0% |
| YTD | -9.7% | -25.5% | +15.8% | -8.6% |
| 1Y | +3.6% | -38.0% | +41.6% | +6.0% |
| 3Y | +18.0% | -65.5% | +83.5% | +22.6% |
| 5Y | +109.4% | -90.6% | +200.0% | +131.6% |
| All | +178.5% | -93.9% | +272.4% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling