+142.0%
XLC vs NIO
-43.2%
+185.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +7.1% | +6.9% | +0.2% | +6.5% |
| 30D | -2.7% | -4.7% | +2.0% | -2.4% |
| 3M | -3.2% | -28.1% | +24.9% | -0.7% |
| 6M | -7.7% | -41.7% | +34.1% | -3.9% |
| YTD | -8.0% | -33.1% | +25.2% | -5.7% |
| 1Y | -3.1% | -50.3% | +47.2% | +1.6% |
| 3Y | +64.9% | -54.4% | +119.2% | +67.8% |
| 5Y | +39.5% | -91.6% | +131.1% | +54.2% |
| All | +142.0% | -43.2% | +185.2% | +130.7% |
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