+289.0%
XME vs NIO
-36.8%
+325.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.6% | -6.7% | +10.3% | +4.4% |
| 30D | +3.6% | -20.0% | +23.7% | +6.2% |
| 3M | +1.2% | -30.5% | +31.7% | +5.3% |
| 6M | +9.0% | -20.7% | +29.8% | +11.3% |
| YTD | +15.9% | -25.7% | +41.6% | +18.9% |
| 1Y | +43.2% | -38.6% | +81.8% | +49.3% |
| 3Y | +137.4% | -62.3% | +199.6% | +149.8% |
| 5Y | +185.0% | -90.1% | +275.1% | +223.0% |
| All | +289.0% | -36.8% | +325.9% | +260.8% |
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