-90.6%
NIO vs EXEL
+199.5%
-290.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -13.0% | +8.4% | -21.4% | -14.9% |
| 30D | -18.3% | +4.1% | -22.4% | -19.3% |
| 3M | -33.2% | +12.4% | -45.6% | -35.5% |
| 6M | -21.5% | +41.5% | -63.0% | -29.2% |
| YTD | -25.5% | +34.6% | -60.1% | -32.0% |
| 1Y | -38.0% | +57.9% | -95.9% | -46.5% |
| 3Y | -65.5% | +159.5% | -225.0% | -77.7% |
| All | -90.6% | +199.5% | -290.2% | -94.9% |
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