-90.6%
NIO vs USFR
+20.4%
-111.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.5% |
| 7D | -13.0% | +0.1% | -13.1% | -13.0% |
| 30D | -18.3% | +0.3% | -18.6% | -18.1% |
| 3M | -33.2% | +1.0% | -34.2% | -32.5% |
| 6M | -21.5% | +1.9% | -23.4% | -19.9% |
| YTD | -25.5% | +2.6% | -28.1% | -23.1% |
| 1Y | -38.0% | +4.0% | -42.0% | -34.2% |
| 3Y | -65.5% | +14.1% | -79.6% | -53.8% |
| All | -90.6% | +20.4% | -111.1% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling