+111.5%
XLB vs NIO
-46.0%
+157.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | +7.2% | -6.6% | +13.9% | +7.7% |
| 3M | 0.0% | -29.9% | +29.9% | +2.4% |
| 6M | +2.3% | -46.6% | +48.9% | +6.4% |
| YTD | +18.4% | -36.5% | +54.9% | +21.3% |
| 1Y | +23.3% | -51.1% | +74.5% | +28.4% |
| 3Y | +45.2% | -55.2% | +100.4% | +47.6% |
| 5Y | +31.0% | -92.3% | +123.3% | +42.4% |
| All | +111.5% | -46.0% | +157.5% | +99.1% |
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