+37.7%
XLC vs NIO
-90.7%
+128.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.8% | -13.0% | +12.2% | +0.7% |
| 30D | +1.0% | -18.3% | +19.3% | +3.3% |
| 3M | -0.7% | -33.2% | +32.5% | +3.7% |
| 6M | -5.1% | -21.5% | +16.3% | -3.4% |
| YTD | -4.3% | -25.5% | +21.2% | -2.1% |
| 1Y | -0.6% | -38.0% | +37.4% | +3.2% |
| 3Y | +72.7% | -65.5% | +138.2% | +85.2% |
| All | +37.7% | -90.7% | +128.4% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling