-34.4%
FISV vs NIO
-36.7%
+2.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -0.3% | -13.0% | +12.7% | +0.3% |
| 30D | -2.1% | -18.3% | +16.2% | -1.1% |
| 3M | -5.7% | -33.2% | +27.5% | -4.0% |
| 6M | -15.3% | -21.5% | +6.2% | -14.7% |
| YTD | -21.1% | -25.5% | +4.4% | -20.4% |
| 1Y | -61.1% | -38.0% | -23.1% | -60.5% |
| 3Y | -56.8% | -65.5% | +8.6% | -55.8% |
| 5Y | -54.2% | -90.6% | +36.4% | -51.6% |
| All | -34.4% | -36.7% | +2.3% | -38.2% |
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 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