+36.6%
FFIV vs NIO
-54.1%
+90.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.9% | -0.8% |
| 7D | -9.8% | -0.6% | -9.2% | -9.7% |
| 30D | -28.1% | -3.5% | -24.6% | -27.8% |
| 3M | -20.0% | -30.7% | +10.7% | -17.5% |
| 6M | -0.1% | -45.6% | +45.6% | +5.0% |
| YTD | +29.2% | -35.3% | +64.5% | +35.0% |
| 1Y | +36.6% | -53.9% | +90.5% | +51.8% |
| All | +36.6% | -54.1% | +90.7% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling