-92.2%
NIO vs EXEL
+260.1%
-352.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.7% | +5.6% |
| 7D | +5.6% | +0.3% | +5.3% | +5.5% |
| 30D | -4.2% | +19.0% | -23.3% | -8.4% |
| 3M | -26.3% | +33.3% | -59.6% | -31.6% |
| 6M | -42.5% | +42.9% | -85.4% | -48.1% |
| YTD | -33.5% | +58.7% | -92.3% | -42.0% |
| 1Y | -52.7% | +70.5% | -123.2% | -59.6% |
| 3Y | -57.5% | +233.8% | -291.3% | -75.4% |
| All | -92.2% | +260.1% | -352.2% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling