+66.7%
FFIV vs NIO
-43.2%
+109.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | -2.1% | +6.9% | -9.0% | -2.6% |
| 30D | -33.8% | -4.7% | -29.0% | -33.5% |
| 3M | -20.6% | -28.1% | +7.5% | -18.6% |
| 6M | -10.2% | -41.7% | +31.5% | -6.6% |
| YTD | +24.5% | -33.1% | +57.6% | +27.6% |
| 1Y | +29.3% | -50.3% | +79.6% | +35.5% |
| 3Y | +103.8% | -54.4% | +158.1% | +107.6% |
| 5Y | +40.9% | -91.6% | +132.5% | +55.5% |
| All | +66.7% | -43.2% | +109.9% | +58.3% |
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