-92.2%
NIO vs USFR
+21.3%
-113.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +5.6% | +0.1% | +5.5% | +5.6% |
| 30D | -4.2% | +0.4% | -4.6% | -4.3% |
| 3M | -26.3% | +1.1% | -27.4% | -26.5% |
| 6M | -42.5% | +2.1% | -44.6% | -42.6% |
| YTD | -33.5% | +3.4% | -36.9% | -33.1% |
| 1Y | -52.7% | +4.1% | -56.8% | -52.0% |
| 3Y | -57.5% | +14.4% | -71.9% | -50.7% |
| All | -92.2% | +21.3% | -113.5% | -93.2% |
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 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