+135.7%
F vs NIO
-36.7%
+172.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.6% |
| 7D | +5.3% | -13.0% | +18.4% | +6.9% |
| 30D | +4.6% | -18.3% | +22.9% | +6.8% |
| 3M | -3.7% | -33.2% | +29.6% | +0.5% |
| 6M | +16.8% | -21.5% | +38.3% | +19.1% |
| YTD | +15.3% | -25.5% | +40.8% | +18.0% |
| 1Y | +31.0% | -38.0% | +69.0% | +35.9% |
| 3Y | +45.4% | -65.5% | +110.9% | +53.6% |
| 5Y | +54.7% | -90.6% | +145.3% | +75.1% |
| All | +135.7% | -36.7% | +172.3% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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