+104.5%
XLV vs NIO
-38.5%
+143.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -3.6% | -2.9% | -0.7% | -3.5% |
| 30D | -1.8% | -18.7% | +16.9% | -1.1% |
| 3M | +7.8% | -29.4% | +37.2% | +9.1% |
| 6M | +9.1% | -32.5% | +41.6% | +10.4% |
| YTD | +7.7% | -27.6% | +35.4% | +8.6% |
| 1Y | +20.4% | -39.2% | +59.6% | +22.0% |
| 3Y | +30.8% | -64.3% | +95.0% | +32.9% |
| 5Y | +34.6% | -90.3% | +124.9% | +40.2% |
| All | +104.5% | -38.5% | +143.0% | +93.7% |
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