-90.6%
NIO vs FIVE
+31.2%
-121.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -3.5% |
| 7D | -13.0% | +4.3% | -17.3% | -14.5% |
| 30D | -18.3% | +12.5% | -30.8% | -22.4% |
| 3M | -33.2% | +31.2% | -64.5% | -40.6% |
| 6M | -21.5% | +14.4% | -35.9% | -27.4% |
| YTD | -25.5% | +33.9% | -59.4% | -35.6% |
| 1Y | -38.0% | +65.1% | -103.1% | -51.2% |
| 3Y | -65.5% | +49.0% | -114.4% | -72.8% |
| All | -90.6% | +31.2% | -121.9% | -92.7% |
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