+444.5%
XLK vs NIO
-36.7%
+481.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +0.9% | -13.0% | +13.9% | +2.2% |
| 30D | +0.7% | -18.3% | +19.0% | +2.6% |
| 3M | -2.9% | -33.2% | +30.3% | +0.8% |
| 6M | +34.3% | -21.5% | +55.7% | +36.6% |
| YTD | +30.4% | -25.5% | +55.9% | +33.1% |
| 1Y | +43.4% | -38.0% | +81.4% | +48.3% |
| 3Y | +116.8% | -65.5% | +182.3% | +127.5% |
| 5Y | +144.0% | -90.6% | +234.6% | +172.7% |
| All | +444.5% | -36.7% | +481.2% | +412.5% |
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