-57.5%
NIO vs USFR
+14.4%
-71.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +6.0% |
| 7D | +5.6% | +0.1% | +5.5% | +5.8% |
| 30D | -4.2% | +0.4% | -4.6% | -3.5% |
| 3M | -26.3% | +1.1% | -27.4% | -24.7% |
| 6M | -42.5% | +2.1% | -44.6% | -39.2% |
| YTD | -33.5% | +3.4% | -36.9% | -24.1% |
| 1Y | -52.7% | +4.1% | -56.8% | -43.0% |
| 3Y | -57.5% | +14.4% | -71.9% | +157.0% |
| All | -57.5% | +14.4% | -71.9% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling