-53.8%
NIO vs USFR
+25.3%
-79.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -4.7% | +0.1% | -4.7% | -4.5% |
| 30D | -14.3% | +0.4% | -14.7% | -13.2% |
| 3M | -32.8% | +1.0% | -33.9% | -30.5% |
| 6M | -49.8% | +2.0% | -51.9% | -46.3% |
| YTD | -40.2% | +3.4% | -43.6% | -32.7% |
| 1Y | -52.7% | +4.1% | -56.8% | -45.5% |
| 3Y | -57.9% | +14.4% | -72.3% | -29.0% |
| 5Y | -92.9% | +21.4% | -114.2% | -85.9% |
| All | -53.8% | +25.3% | -79.1% | +96.2% |
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