-43.9%
NIO vs USFR
+24.4%
-68.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | +0.1% | -4.2% | -4.0% |
| 30D | -23.2% | +0.3% | -23.5% | -22.5% |
| 3M | -29.9% | +1.0% | -30.9% | -27.5% |
| 6M | -25.1% | +1.9% | -27.0% | -20.0% |
| YTD | -27.5% | +2.7% | -30.1% | -20.5% |
| 1Y | -41.1% | +4.0% | -45.1% | -32.1% |
| 3Y | -63.1% | +14.0% | -77.2% | -38.6% |
| 5Y | -90.4% | +20.4% | -110.8% | -81.5% |
| All | -43.9% | +24.4% | -68.3% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling