-42.4%
NIO vs FIVE
+87.3%
-129.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -3.4% |
| 7D | -13.0% | +4.3% | -17.3% | -14.4% |
| 30D | -18.3% | +12.5% | -30.8% | -22.1% |
| 3M | -33.2% | +31.2% | -64.5% | -40.0% |
| 6M | -21.5% | +14.4% | -35.9% | -26.9% |
| YTD | -25.5% | +33.9% | -59.4% | -34.7% |
| 1Y | -38.0% | +65.1% | -103.1% | -50.0% |
| 3Y | -65.5% | +49.0% | -114.4% | -73.1% |
| 5Y | -90.6% | +30.3% | -120.9% | -92.5% |
| All | -42.4% | +87.3% | -129.7% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling