-42.4%
NIO vs FIVN
-30.3%
-12.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -0.8% |
| 7D | -13.0% | -2.3% | -10.8% | -12.4% |
| 30D | -18.3% | +12.4% | -30.7% | -22.0% |
| 3M | -33.2% | +36.0% | -69.2% | -40.7% |
| 6M | -21.5% | +86.0% | -107.5% | -39.8% |
| YTD | -25.5% | +65.9% | -91.4% | -41.5% |
| 1Y | -38.0% | +26.5% | -64.5% | -46.6% |
| 3Y | -65.5% | -54.2% | -11.2% | -59.0% |
| 5Y | -90.6% | -80.5% | -10.1% | -85.4% |
| All | -42.4% | -30.3% | -12.1% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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