+150.8%
XLE vs NIO
-51.7%
+202.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.3% |
| 7D | +5.4% | -14.5% | +19.9% | +6.4% |
| 30D | -3.9% | -15.0% | +11.0% | -3.1% |
| 3M | +7.0% | -35.6% | +42.6% | +9.8% |
| 6M | +14.2% | -55.7% | +69.9% | +19.7% |
| YTD | +48.2% | -43.1% | +91.3% | +52.2% |
| 1Y | +47.7% | -53.5% | +101.2% | +53.6% |
| 3Y | +70.0% | -59.8% | +129.8% | +73.5% |
| 5Y | +169.1% | -93.2% | +262.3% | +197.6% |
| All | +150.8% | -51.7% | +202.5% | +122.3% |
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