+136.6%
XLF vs NIO
-38.3%
+174.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.3% |
| 7D | -1.0% | -4.1% | +3.1% | -0.8% |
| 30D | -1.3% | -23.2% | +21.9% | +0.3% |
| 3M | +9.1% | -29.9% | +39.1% | +11.4% |
| 6M | +14.4% | -25.1% | +39.5% | +15.8% |
| YTD | +5.1% | -27.5% | +32.5% | +6.5% |
| 1Y | +8.6% | -41.1% | +49.7% | +11.2% |
| 3Y | +74.4% | -63.1% | +137.6% | +79.0% |
| 5Y | +64.4% | -90.4% | +154.7% | +76.5% |
| All | +136.6% | -38.3% | +174.9% | +114.8% |
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