+40.4%
XLB vs NIO
-59.9%
+100.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.7% | -1.1% |
| 7D | -1.5% | +5.6% | -7.1% | -1.9% |
| 30D | +6.1% | -4.2% | +10.3% | +6.3% |
| 3M | 0.0% | -26.3% | +26.3% | +1.9% |
| 6M | 0.0% | -42.5% | +42.5% | +3.4% |
| YTD | +16.0% | -33.5% | +49.6% | +18.4% |
| 1Y | +24.7% | -52.7% | +77.4% | +30.3% |
| 3Y | +40.4% | -57.5% | +97.8% | +42.9% |
| All | +40.4% | -59.9% | +100.2% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling