-5.5%
XYZ vs NIO
-43.5%
+38.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | +0.4% |
| 7D | +12.1% | +5.6% | +6.5% | +10.9% |
| 30D | +12.4% | -4.2% | +16.6% | +13.5% |
| 3M | +8.2% | -26.3% | +34.5% | +15.4% |
| 6M | +20.7% | -42.5% | +63.2% | +35.1% |
| YTD | +31.3% | -33.5% | +64.9% | +40.2% |
| 1Y | +20.5% | -52.7% | +73.2% | +38.4% |
| 3Y | +72.6% | -57.5% | +130.1% | +84.5% |
| 5Y | -64.0% | -92.0% | +28.0% | -49.1% |
| All | -5.5% | -43.5% | +38.0% | +6.6% |
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