-42.4%
NIO vs USFR
+24.3%
-66.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.5% |
| 7D | -13.0% | +0.1% | -13.1% | -12.9% |
| 30D | -18.3% | +0.3% | -18.6% | -17.5% |
| 3M | -33.2% | +1.0% | -34.2% | -30.9% |
| 6M | -21.5% | +1.9% | -23.4% | -16.1% |
| YTD | -25.5% | +2.6% | -28.1% | -18.4% |
| 1Y | -38.0% | +4.0% | -42.0% | -28.5% |
| 3Y | -65.5% | +14.1% | -79.6% | -42.3% |
| 5Y | -90.6% | +20.4% | -111.0% | -81.9% |
| All | -42.4% | +24.3% | -66.7% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling