-92.4%
NIO vs FIVE
+15.3%
-107.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.2% | -1.4% |
| 7D | -3.6% | -1.7% | -1.9% | -3.0% |
| 30D | -8.0% | +14.9% | -23.0% | -12.9% |
| 3M | -31.2% | +7.6% | -38.8% | -33.7% |
| 6M | -45.8% | +6.4% | -52.2% | -48.4% |
| YTD | -37.3% | +28.1% | -65.3% | -45.0% |
| 1Y | -56.1% | +54.7% | -110.8% | -64.5% |
| 3Y | -61.1% | +36.1% | -97.2% | -67.8% |
| 5Y | -92.4% | +14.9% | -107.3% | -93.8% |
| All | -92.4% | +15.3% | -107.7% | -93.8% |
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