-48.6%
NIO vs EXPD
+168.3%
-217.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.3% | +8.2% | +7.2% |
| 7D | +5.6% | -7.2% | +12.8% | +9.8% |
| 30D | -4.2% | -3.3% | -1.0% | -2.8% |
| 3M | -26.3% | +3.4% | -29.7% | -28.1% |
| 6M | -42.5% | +22.7% | -65.2% | -49.6% |
| YTD | -33.5% | +24.5% | -58.1% | -43.9% |
| 1Y | -52.7% | +38.6% | -91.3% | -62.9% |
| 3Y | -57.5% | +71.5% | -129.0% | -72.2% |
| 5Y | -92.0% | +56.2% | -148.2% | -94.5% |
| All | -48.6% | +168.3% | -217.0% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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