-59.8%
NIO vs EXR
+53.5%
-113.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | -14.5% | -0.4% | -14.0% | -14.3% |
| 30D | -15.0% | +18.2% | -33.2% | -19.9% |
| 3M | -35.6% | +7.3% | -42.9% | -37.2% |
| 6M | -55.7% | +13.8% | -69.5% | -58.0% |
| YTD | -43.1% | +25.9% | -69.1% | -48.5% |
| 1Y | -53.5% | +25.8% | -79.3% | -57.9% |
| 3Y | -59.8% | +53.7% | -113.5% | -69.7% |
| All | -59.8% | +53.5% | -113.4% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling