-48.3%
NIO vs FIVE
+88.4%
-136.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | -1.4% |
| 7D | +6.9% | +6.2% | +0.7% | +4.6% |
| 30D | -4.7% | +18.2% | -22.9% | -10.4% |
| 3M | -28.1% | +3.8% | -31.9% | -29.6% |
| 6M | -41.7% | +13.7% | -55.4% | -45.6% |
| YTD | -33.1% | +34.7% | -67.9% | -41.8% |
| 1Y | -50.3% | +66.6% | -116.9% | -60.1% |
| 3Y | -54.4% | +44.3% | -98.6% | -64.1% |
| 5Y | -91.6% | +18.8% | -110.4% | -93.2% |
| All | -48.3% | +88.4% | -136.8% | -70.1% |
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