-56.1%
NIO vs FIVE
+83.2%
-139.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -14.5% | +2.7% | -17.1% | -15.3% |
| 30D | -15.0% | +12.7% | -27.6% | -18.6% |
| 3M | -35.6% | +2.1% | -37.6% | -36.5% |
| 6M | -55.7% | +17.5% | -73.1% | -59.0% |
| YTD | -43.1% | +31.0% | -74.1% | -50.0% |
| 1Y | -53.5% | +67.7% | -121.3% | -62.8% |
| 3Y | -59.8% | +43.4% | -103.2% | -68.4% |
| 5Y | -93.2% | +18.1% | -111.3% | -94.4% |
| All | -56.1% | +83.2% | -139.2% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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