-42.4%
NIO vs EXEL
+239.9%
-282.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.0% |
| YTD | -25.5% | +34.6% | -60.1% | -31.8% |
| 1Y | -38.0% | +57.9% | -95.9% | -46.1% |
| 3Y | -65.5% | +159.5% | -225.0% | -75.4% |
| 5Y | -90.6% | +198.5% | -289.1% | -93.6% |
| All | -42.4% | +239.9% | -282.3% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling