+33.8%
FFIV vs NIO
-93.2%
+127.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -2.1% |
| 7D | -0.5% | -14.5% | +13.9% | +1.1% |
| 30D | -32.4% | -15.0% | -17.4% | -31.2% |
| 3M | -25.7% | -35.6% | +9.9% | -22.2% |
| 6M | -13.5% | -55.7% | +42.2% | -6.0% |
| YTD | +21.1% | -43.1% | +64.2% | +27.4% |
| 1Y | +29.4% | -53.5% | +82.9% | +38.9% |
| 3Y | +94.9% | -59.8% | +154.7% | +102.4% |
| All | +33.8% | -93.2% | +127.0% | +58.6% |
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 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