-50.3%
NIO vs XPO
+385.2%
-435.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +2.8% | -1.5% | +4.4% | +3.2% |
| 30D | -8.4% | +2.6% | -11.0% | -9.3% |
| 3M | -32.0% | -6.1% | -25.8% | -30.9% |
| 6M | -43.9% | -8.0% | -36.0% | -43.1% |
| YTD | -35.7% | +38.5% | -74.2% | -43.6% |
| 1Y | -51.1% | +35.0% | -86.1% | -56.9% |
| 3Y | -54.7% | +126.5% | -181.2% | -69.5% |
| 5Y | -91.7% | +315.4% | -407.1% | -95.8% |
| All | -50.3% | +385.2% | -435.5% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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