+43.7%
XLP vs NIO
-62.1%
+105.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.7% |
| 7D | +3.5% | -3.6% | +7.1% | +3.5% |
| 30D | +11.6% | -8.0% | +19.6% | +11.6% |
| 3M | +7.6% | -31.2% | +38.8% | +8.0% |
| 6M | +10.0% | -45.8% | +55.8% | +10.6% |
| YTD | +19.7% | -37.3% | +57.0% | +20.0% |
| 1Y | +23.5% | -56.1% | +79.6% | +24.4% |
| All | +43.7% | -62.1% | +105.9% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling