+93.0%
XME vs NIO
-60.1%
+153.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.9% |
| 7D | +0.3% | -14.5% | +14.8% | +2.6% |
| 30D | -6.1% | -15.0% | +8.8% | -3.9% |
| 3M | -18.6% | -35.6% | +16.9% | -13.5% |
| 6M | -23.9% | -55.7% | +31.8% | -15.0% |
| YTD | -9.3% | -43.1% | +33.8% | -2.7% |
| 1Y | +1.8% | -53.5% | +55.3% | +12.0% |
| 3Y | +93.0% | -59.8% | +152.8% | +109.5% |
| All | +93.0% | -60.1% | +153.1% | +109.5% |
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