-42.4%
NIO vs EXR
+108.2%
-150.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.1% |
| 7D | -13.0% | -2.6% | -10.5% | -12.3% |
| 30D | -18.3% | -7.2% | -11.1% | -16.2% |
| 3M | -33.2% | -3.5% | -29.7% | -32.6% |
| 6M | -21.5% | -5.3% | -16.2% | -20.4% |
| YTD | -25.5% | +9.4% | -34.8% | -28.2% |
| 1Y | -38.0% | +1.3% | -39.3% | -38.9% |
| 3Y | -65.5% | +22.4% | -87.9% | -68.6% |
| 5Y | -90.6% | -12.2% | -78.4% | -90.7% |
| All | -42.4% | +108.2% | -150.6% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling