+104.9%
FFIV vs NIO
-36.7%
+141.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.3% |
| 7D | -1.0% | -13.0% | +12.1% | +0.1% |
| 30D | -5.1% | -18.3% | +13.2% | -3.6% |
| 3M | -4.5% | -33.2% | +28.8% | -1.5% |
| 6M | +36.5% | -21.5% | +58.0% | +38.4% |
| YTD | +53.0% | -25.5% | +78.5% | +55.5% |
| 1Y | +24.2% | -38.0% | +62.2% | +27.6% |
| 3Y | +137.2% | -65.5% | +202.7% | +146.7% |
| 5Y | +91.8% | -90.6% | +182.4% | +109.7% |
| All | +104.9% | -36.7% | +141.6% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling