-68.9%
XYZ vs NIO
-90.7%
+21.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.2% |
| 7D | -1.0% | -13.0% | +12.1% | +3.6% |
| 30D | -1.7% | -18.3% | +16.6% | +4.8% |
| 3M | +16.7% | -33.2% | +50.0% | +32.8% |
| 6M | +26.9% | -21.5% | +48.3% | +33.4% |
| YTD | +27.1% | -25.5% | +52.6% | +34.7% |
| 1Y | +9.3% | -38.0% | +47.3% | +21.2% |
| 3Y | +42.3% | -65.5% | +107.7% | +73.5% |
| All | -68.9% | -90.7% | +21.8% | -38.9% |
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