+90.7%
XLP vs NIO
-36.7%
+127.4%
-24.5%
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% | -0.8% |
| 7D | -1.0% | -13.0% | +12.0% | -0.8% |
| 30D | -0.9% | -18.3% | +17.4% | -0.5% |
| 3M | +3.8% | -33.2% | +37.0% | +4.5% |
| 6M | -1.7% | -21.5% | +19.8% | -1.5% |
| YTD | +10.3% | -25.5% | +35.7% | +10.6% |
| 1Y | +7.8% | -38.0% | +45.8% | +8.4% |
| 3Y | +27.2% | -65.5% | +92.7% | +28.3% |
| 5Y | +32.5% | -90.6% | +123.1% | +34.9% |
| All | +90.7% | -36.7% | +127.4% | +85.0% |
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