-68.9%
FIS vs NIO
-43.5%
-25.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.9% | -8.2% | -2.6% |
| 7D | -25.5% | +5.6% | -31.1% | -25.8% |
| 30D | -15.1% | -4.2% | -10.8% | -14.9% |
| 3M | -32.1% | -26.3% | -5.8% | -31.0% |
| 6M | -36.1% | -42.5% | +6.5% | -34.1% |
| YTD | -55.4% | -33.5% | -21.9% | -54.6% |
| 1Y | -53.9% | -52.7% | -1.2% | -52.1% |
| 3Y | -39.8% | -57.5% | +17.7% | -38.8% |
| 5Y | -71.1% | -92.0% | +20.9% | -69.1% |
| All | -68.9% | -43.5% | -25.4% | -71.1% |
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