+101.7%
FFIV vs NIO
-55.4%
+157.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -2.9% | -1.8% | -1.1% | -2.8% |
| 30D | -32.4% | -6.6% | -25.8% | -32.1% |
| 3M | -22.7% | -29.9% | +7.2% | -21.1% |
| 6M | -10.7% | -46.6% | +35.9% | -7.4% |
| YTD | +25.4% | -36.5% | +61.8% | +28.4% |
| 1Y | +34.2% | -51.1% | +85.3% | +39.3% |
| All | +101.7% | -55.4% | +157.2% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling