+16.9%
XLB vs NIO
-37.4%
+54.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.3% |
| 7D | -1.4% | -13.0% | +11.7% | -0.9% |
| 30D | -0.4% | -18.3% | +17.9% | +0.4% |
| 3M | +2.0% | -33.2% | +35.2% | +3.6% |
| 6M | +1.8% | -21.5% | +23.3% | +2.9% |
| YTD | +16.6% | -25.5% | +42.1% | +18.1% |
| 1Y | +16.9% | -38.0% | +55.0% | +20.6% |
| All | +16.9% | -37.4% | +54.3% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling