+123.3%
FANG vs NIO
-38.5%
+161.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.5% |
| 7D | +2.9% | -2.9% | +5.8% | +3.2% |
| 30D | +2.6% | -18.7% | +21.3% | +4.7% |
| 3M | +7.6% | -29.4% | +37.0% | +11.3% |
| 6M | +17.3% | -32.5% | +49.9% | +21.3% |
| YTD | +38.7% | -27.6% | +66.3% | +41.8% |
| 1Y | +51.6% | -39.2% | +90.9% | +57.1% |
| 3Y | +50.0% | -64.3% | +114.2% | +57.1% |
| 5Y | +237.6% | -90.3% | +327.8% | +285.2% |
| All | +123.3% | -38.5% | +161.8% | +85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling