-48.3%
NIO vs USFR
+25.3%
-73.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +6.9% | +0.1% | +6.8% | +7.1% |
| 30D | -4.7% | +0.4% | -5.1% | -3.6% |
| 3M | -28.1% | +1.1% | -29.1% | -25.5% |
| 6M | -41.7% | +2.0% | -43.7% | -37.7% |
| YTD | -33.1% | +3.4% | -36.5% | -24.9% |
| 1Y | -50.3% | +4.1% | -54.4% | -42.7% |
| 3Y | -54.4% | +14.3% | -68.7% | -23.3% |
| 5Y | -91.6% | +21.3% | -112.9% | -83.5% |
| All | -48.3% | +25.3% | -73.6% | +118.3% |
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