-62.3%
NIO vs USFR
+14.0%
-76.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -13.0% | +0.1% | -13.1% | -13.1% |
| 30D | -18.3% | +0.3% | -18.6% | -18.3% |
| 3M | -33.2% | +1.0% | -34.2% | -33.1% |
| 6M | -21.5% | +1.9% | -23.4% | -21.0% |
| YTD | -25.5% | +2.6% | -28.1% | -24.2% |
| 1Y | -38.0% | +4.0% | -42.0% | -34.8% |
| All | -62.3% | +14.0% | -76.3% | -51.4% |
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