-48.3%
NIO vs EXEL
+313.2%
-361.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.2% |
| 7D | +6.9% | +2.3% | +4.6% | +6.3% |
| 30D | -4.7% | +19.8% | -24.6% | -9.0% |
| 3M | -28.1% | +32.7% | -60.7% | -33.1% |
| 6M | -41.7% | +49.0% | -90.7% | -47.7% |
| YTD | -33.1% | +63.7% | -96.8% | -41.8% |
| 1Y | -50.3% | +75.8% | -126.1% | -57.6% |
| 3Y | -54.4% | +241.3% | -295.6% | -69.8% |
| 5Y | -91.6% | +289.0% | -380.7% | -94.7% |
| All | -48.3% | +313.2% | -361.6% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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