-42.4%
NIO vs EXPD
+174.4%
-216.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.1% |
| 7D | -13.0% | -1.1% | -11.9% | -12.5% |
| 30D | -18.3% | +4.1% | -22.4% | -20.1% |
| 3M | -33.2% | +17.9% | -51.1% | -39.6% |
| 6M | -21.5% | +29.2% | -50.7% | -33.5% |
| YTD | -25.5% | +27.4% | -52.8% | -37.5% |
| 1Y | -38.0% | +56.8% | -94.8% | -55.3% |
| 3Y | -65.5% | +68.0% | -133.5% | -76.8% |
| 5Y | -90.6% | +61.9% | -152.5% | -93.6% |
| All | -42.4% | +174.4% | -216.9% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling