+104.4%
XLP vs NIO
-43.5%
+147.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.9% | -7.2% | -1.4% |
| 7D | +0.7% | +5.6% | -4.9% | +0.6% |
| 30D | +10.3% | -4.2% | +14.5% | +10.3% |
| 3M | +6.5% | -26.3% | +32.8% | +7.1% |
| 6M | +8.4% | -42.5% | +50.9% | +9.4% |
| YTD | +18.2% | -33.5% | +51.7% | +18.8% |
| 1Y | +22.4% | -52.7% | +75.1% | +23.8% |
| 3Y | +41.9% | -57.5% | +99.4% | +42.5% |
| 5Y | +40.9% | -92.0% | +132.8% | +43.8% |
| All | +104.4% | -43.5% | +147.9% | +98.7% |
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