+140.9%
XLF vs NIO
-36.7%
+177.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | 0.0% | -13.0% | +13.0% | +0.8% |
| 30D | +0.2% | -18.3% | +18.5% | +1.4% |
| 3M | +11.7% | -33.2% | +44.9% | +14.4% |
| 6M | +13.8% | -21.5% | +35.3% | +14.9% |
| YTD | +7.0% | -25.5% | +32.5% | +8.3% |
| 1Y | +9.1% | -38.0% | +47.2% | +11.3% |
| 3Y | +75.6% | -65.5% | +141.1% | +81.0% |
| 5Y | +66.4% | -90.6% | +157.0% | +78.8% |
| All | +140.9% | -36.7% | +177.5% | +118.3% |
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 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