-50.9%
NIO vs EXPD
+182.8%
-233.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.8% |
| 7D | -1.8% | -1.6% | -0.3% | -1.1% |
| 30D | -6.6% | +0.6% | -7.2% | -7.2% |
| 3M | -29.9% | +9.8% | -39.7% | -33.9% |
| 6M | -46.6% | +25.8% | -72.4% | -53.8% |
| YTD | -36.5% | +31.3% | -67.7% | -47.9% |
| 1Y | -51.1% | +40.9% | -92.1% | -61.8% |
| 3Y | -55.2% | +74.7% | -130.0% | -70.8% |
| 5Y | -92.3% | +62.9% | -155.2% | -94.8% |
| All | -50.9% | +182.8% | -233.8% | -83.8% |
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