-2.1%
XYZ vs NIO
-43.2%
+41.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | +14.9% | +6.9% | +8.0% | +13.3% |
| 30D | +14.7% | -4.7% | +19.4% | +15.9% |
| 3M | +12.1% | -28.1% | +40.2% | +20.2% |
| 6M | +18.3% | -41.7% | +60.0% | +32.0% |
| YTD | +36.1% | -33.1% | +69.2% | +45.1% |
| 1Y | +35.3% | -50.3% | +85.6% | +53.6% |
| 3Y | +73.5% | -54.4% | +127.8% | +82.3% |
| 5Y | -61.6% | -91.6% | +30.0% | -46.2% |
| All | -2.1% | -43.2% | +41.1% | +10.3% |
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