-11.4%
XYZ vs NIO
-36.8%
+25.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.2% |
| 7D | +2.9% | -6.7% | +9.5% | +4.3% |
| 30D | +1.4% | -20.0% | +21.4% | +6.3% |
| 3M | +14.6% | -30.5% | +45.0% | +23.6% |
| 6M | +20.8% | -20.7% | +41.5% | +25.0% |
| YTD | +23.1% | -25.7% | +48.7% | +28.3% |
| 1Y | +5.6% | -38.6% | +44.2% | +13.8% |
| 3Y | +50.9% | -62.3% | +113.2% | +65.7% |
| 5Y | -68.6% | -90.1% | +21.5% | -57.2% |
| All | -11.4% | -36.8% | +25.4% | -2.4% |
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 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