-53.8%
NIO vs EXR
+139.3%
-193.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.2% | -5.7% |
| 7D | -4.7% | -1.2% | -3.5% | -4.3% |
| 30D | -14.3% | +18.3% | -32.6% | -19.0% |
| 3M | -32.8% | +9.1% | -41.9% | -34.8% |
| 6M | -49.8% | +11.7% | -61.6% | -52.0% |
| YTD | -40.2% | +25.7% | -65.9% | -45.1% |
| 1Y | -52.7% | +24.9% | -77.6% | -56.5% |
| 3Y | -57.9% | +51.4% | -109.3% | -64.3% |
| 5Y | -92.9% | -1.9% | -90.9% | -93.3% |
| All | -53.8% | +139.3% | -193.1% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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