-39.8%
FISV vs NIO
-38.3%
-1.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -2.0% | -4.2% |
| 7D | -6.4% | -4.1% | -2.3% | -6.2% |
| 30D | -6.8% | -23.2% | +16.4% | -5.7% |
| 3M | -10.0% | -29.9% | +20.0% | -8.5% |
| 6M | -20.6% | -25.1% | +4.5% | -19.8% |
| YTD | -27.6% | -27.5% | -0.1% | -26.8% |
| 1Y | -64.3% | -41.1% | -23.3% | -63.7% |
| 3Y | -60.0% | -63.1% | +3.2% | -59.2% |
| 5Y | -57.7% | -90.4% | +32.7% | -55.3% |
| All | -39.8% | -38.3% | -1.4% | -43.2% |
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