+144.8%
XLC vs NIO
-46.0%
+190.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +3.5% | -1.8% | +5.3% | +3.6% |
| 30D | -2.6% | -6.6% | +4.1% | -2.0% |
| 3M | -2.1% | -29.9% | +27.8% | +0.6% |
| 6M | -5.5% | -46.6% | +41.1% | -1.0% |
| YTD | -6.9% | -36.5% | +29.6% | -4.2% |
| 1Y | -3.7% | -51.1% | +47.4% | +1.0% |
| 3Y | +64.2% | -55.2% | +119.4% | +67.3% |
| 5Y | +43.0% | -92.3% | +135.4% | +59.1% |
| All | +144.8% | -46.0% | +190.8% | +134.3% |
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