+948.1%
FIX vs NIO
-92.1%
+1,040.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.9% | -0.5% | +4.8% |
| 7D | -17.5% | +5.6% | -23.1% | -17.9% |
| 30D | -41.6% | -4.2% | -37.3% | -41.3% |
| 3M | -40.6% | -26.3% | -14.3% | -38.8% |
| 6M | -49.4% | -42.5% | -6.8% | -46.6% |
| YTD | +9.2% | -33.5% | +42.7% | +13.1% |
| 1Y | +6.5% | -52.7% | +59.1% | +13.4% |
| 3Y | +448.7% | -57.5% | +506.2% | +469.6% |
| All | +948.1% | -92.1% | +1,040.1% | +1,141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling