+143.9%
XLF vs NIO
-46.0%
+189.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -1.0% | -1.8% | +0.9% | -0.9% |
| 30D | +6.5% | -6.6% | +13.1% | +6.9% |
| 3M | +1.8% | -29.9% | +31.7% | +3.9% |
| 6M | +15.4% | -46.6% | +62.0% | +19.5% |
| YTD | +8.4% | -36.5% | +44.8% | +10.6% |
| 1Y | +11.9% | -51.1% | +63.1% | +16.1% |
| 3Y | +81.1% | -55.2% | +136.4% | +83.6% |
| 5Y | +59.5% | -92.3% | +151.8% | +73.5% |
| All | +143.9% | -46.0% | +189.9% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling