-92.9%
NIO vs EXEL
+281.2%
-374.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.6% |
| 7D | -14.5% | -0.8% | -13.6% | -14.2% |
| 30D | -15.0% | +13.1% | -28.1% | -17.5% |
| 3M | -35.6% | +36.3% | -71.9% | -40.6% |
| 6M | -55.7% | +34.5% | -90.2% | -59.3% |
| YTD | -43.1% | +57.4% | -100.6% | -50.3% |
| 1Y | -53.5% | +62.9% | -116.5% | -59.9% |
| 3Y | -59.8% | +229.5% | -289.3% | -76.7% |
| All | -92.9% | +281.2% | -374.1% | -96.1% |
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