+438.5%
XLK vs NIO
-40.3%
+478.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.1% |
| 7D | -0.4% | -7.3% | +6.9% | +0.3% |
| 30D | -0.5% | -22.5% | +22.0% | +1.9% |
| 3M | +5.0% | -30.9% | +35.9% | +8.6% |
| 6M | +32.9% | -37.2% | +70.0% | +38.2% |
| YTD | +29.0% | -29.8% | +58.8% | +32.4% |
| 1Y | +37.8% | -37.4% | +75.3% | +42.6% |
| 3Y | +118.7% | -64.3% | +183.0% | +128.7% |
| 5Y | +145.6% | -90.6% | +236.1% | +174.8% |
| All | +438.5% | -40.3% | +478.9% | +409.7% |
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