-20.9%
XYL vs NIO
-92.2%
+71.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +2.1% | +6.9% | -4.8% | +1.4% |
| 30D | -3.4% | -4.7% | +1.4% | -3.0% |
| 3M | -17.2% | -28.1% | +10.9% | -14.6% |
| 6M | -12.0% | -41.7% | +29.7% | -7.7% |
| YTD | -26.3% | -33.1% | +6.8% | -24.2% |
| 1Y | -33.5% | -50.3% | +16.8% | -29.5% |
| 3Y | +6.4% | -54.4% | +60.8% | +8.7% |
| 5Y | -20.9% | -91.6% | +70.7% | -10.0% |
| All | -20.9% | -92.2% | +71.3% | -10.0% |
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 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