-16.8%
XYL vs NIO
-90.3%
+73.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.9% |
| 7D | -5.0% | -13.0% | +8.0% | -3.7% |
| 30D | -13.2% | -18.3% | +5.1% | -11.5% |
| 3M | -3.7% | -33.2% | +29.5% | +0.1% |
| 6M | -17.7% | -21.5% | +3.8% | -16.5% |
| YTD | -21.5% | -25.5% | +4.0% | -20.1% |
| 1Y | -24.5% | -38.0% | +13.5% | -22.0% |
| 3Y | +6.9% | -65.5% | +72.4% | +13.1% |
| All | -16.8% | -90.3% | +73.5% | -4.7% |
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 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