+111.2%
XLB vs NIO
-43.2%
+154.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | -1.4% | +6.9% | -8.3% | -1.8% |
| 30D | +7.1% | -4.7% | +11.8% | +7.4% |
| 3M | +0.6% | -28.1% | +28.7% | +2.8% |
| 6M | +3.5% | -41.7% | +45.2% | +7.0% |
| YTD | +18.2% | -33.1% | +51.4% | +20.7% |
| 1Y | +25.6% | -50.3% | +75.9% | +30.7% |
| 3Y | +46.7% | -54.4% | +101.0% | +48.9% |
| 5Y | +30.9% | -91.6% | +122.5% | +41.6% |
| All | +111.2% | -43.2% | +154.3% | +98.1% |
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