-53.9%
NIO vs USFR
+4.1%
-58.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -0.6% | +0.1% | -0.7% | -2.3% |
| 30D | -3.5% | +0.4% | -3.9% | -9.8% |
| 3M | -30.7% | +1.1% | -31.7% | -43.5% |
| 6M | -45.6% | +2.0% | -47.7% | -65.5% |
| YTD | -35.3% | +3.4% | -38.7% | -74.0% |
| 1Y | -53.9% | +4.1% | -58.0% | -88.0% |
| All | -53.9% | +4.1% | -58.0% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling