-42.6%
NIO vs EXEL
+232.2%
-274.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | -6.7% | +1.4% | -8.0% | -7.0% |
| 30D | -20.0% | +6.7% | -26.7% | -21.4% |
| 3M | -30.5% | +11.5% | -41.9% | -32.7% |
| 6M | -20.7% | +38.8% | -59.5% | -27.9% |
| YTD | -25.7% | +31.6% | -57.3% | -31.6% |
| 1Y | -38.6% | +53.0% | -91.6% | -46.1% |
| 3Y | -62.3% | +160.8% | -223.1% | -73.3% |
| 5Y | -90.1% | +190.1% | -280.2% | -93.2% |
| All | -42.6% | +232.2% | -274.8% | -66.3% |
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