+34.9%
XLV vs NIO
-90.7%
+125.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.4% |
| 7D | -4.4% | -7.3% | +2.9% | -4.1% |
| 30D | -1.4% | -22.5% | +21.1% | -0.4% |
| 3M | +8.9% | -30.9% | +39.7% | +10.5% |
| 6M | +9.1% | -37.2% | +46.3% | +10.9% |
| YTD | +7.9% | -29.8% | +37.7% | +9.1% |
| 1Y | +22.7% | -37.4% | +60.1% | +24.4% |
| 3Y | +31.9% | -64.3% | +96.3% | +34.8% |
| 5Y | +34.9% | -90.6% | +125.5% | +42.4% |
| All | +34.9% | -90.7% | +125.6% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling