-52.7%
NIO vs FIVE
+55.9%
-108.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.0% |
| 7D | +5.6% | -0.3% | +5.9% | +5.6% |
| 30D | -4.2% | +17.7% | -21.9% | -5.6% |
| 3M | -26.3% | +4.0% | -30.3% | -26.7% |
| 6M | -42.5% | +2.6% | -45.2% | -41.9% |
| YTD | -33.5% | +27.6% | -61.1% | -37.8% |
| 1Y | -52.7% | +59.9% | -112.6% | -60.5% |
| All | -52.7% | +55.9% | -108.5% | -60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling