-59.8%
NIO vs USFR
+14.4%
-74.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -14.5% | +0.1% | -14.5% | -14.3% |
| 30D | -15.0% | +0.4% | -15.3% | -14.4% |
| 3M | -35.6% | +1.1% | -36.6% | -34.5% |
| 6M | -55.7% | +2.0% | -57.7% | -53.5% |
| YTD | -43.1% | +3.5% | -46.6% | -35.9% |
| 1Y | -53.5% | +4.1% | -57.6% | -45.2% |
| 3Y | -59.8% | +14.4% | -74.2% | +146.6% |
| All | -59.8% | +14.4% | -74.2% | +146.6% |
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