-20.9%
FISV vs NIO
-46.0%
+25.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +3.0% | -1.8% | +4.8% | +3.1% |
| 30D | +38.8% | -6.6% | +45.4% | +39.2% |
| 3M | +21.2% | -29.9% | +51.1% | +23.2% |
| 6M | +17.5% | -46.6% | +64.1% | +20.9% |
| YTD | -4.9% | -36.5% | +31.6% | -3.3% |
| 1Y | -0.6% | -51.1% | +50.6% | +2.4% |
| 3Y | -47.4% | -55.2% | +7.8% | -46.9% |
| 5Y | -36.0% | -92.3% | +56.3% | -31.8% |
| All | -20.9% | -46.0% | +25.1% | -24.9% |
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