+115.6%
XEL vs NIO
-51.7%
+167.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.1% | +0.2% |
| 7D | +2.4% | -14.5% | +16.9% | +2.5% |
| 30D | +8.3% | -15.0% | +23.2% | +8.4% |
| 3M | +4.2% | -35.6% | +39.7% | +4.4% |
| 6M | +3.7% | -55.7% | +59.4% | +4.1% |
| YTD | +13.1% | -43.1% | +56.2% | +13.3% |
| 1Y | +5.0% | -53.5% | +58.5% | +5.3% |
| 3Y | +55.0% | -59.8% | +114.8% | +55.1% |
| 5Y | +51.8% | -93.2% | +145.0% | +51.4% |
| All | +115.6% | -51.7% | +167.3% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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