+39.3%
FFIV vs NIO
-92.1%
+131.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.2% | -0.9% |
| 7D | -8.1% | +5.6% | -13.7% | -8.7% |
| 30D | -33.4% | -4.2% | -29.2% | -33.1% |
| 3M | -24.7% | -26.3% | +1.6% | -22.4% |
| 6M | -8.8% | -42.5% | +33.7% | -3.8% |
| YTD | +21.8% | -33.5% | +55.3% | +25.9% |
| 1Y | +25.3% | -52.7% | +77.9% | +34.2% |
| 3Y | +101.2% | -57.5% | +158.6% | +108.3% |
| All | +39.3% | -92.1% | +131.3% | +61.5% |
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 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