-92.2%
NIO vs FIVE
+14.2%
-106.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.1% |
| 7D | +5.6% | -0.3% | +5.9% | +5.7% |
| 30D | -4.2% | +17.7% | -21.9% | -10.1% |
| 3M | -26.3% | +4.0% | -30.3% | -28.0% |
| 6M | -42.5% | +2.6% | -45.2% | -44.5% |
| YTD | -33.5% | +27.6% | -61.1% | -41.6% |
| 1Y | -52.7% | +59.9% | -112.6% | -62.2% |
| 3Y | -57.5% | +35.8% | -93.2% | -64.7% |
| All | -92.2% | +14.2% | -106.3% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling