+238.2%
FANG vs NIO
-90.7%
+329.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.6% |
| 7D | +1.2% | -7.3% | +8.5% | +1.8% |
| 30D | +2.4% | -22.5% | +24.9% | +4.4% |
| 3M | +5.1% | -30.9% | +36.0% | +8.0% |
| 6M | +16.4% | -37.2% | +53.6% | +20.1% |
| YTD | +39.0% | -29.8% | +68.8% | +41.6% |
| 1Y | +50.6% | -37.4% | +88.0% | +54.4% |
| 3Y | +46.9% | -64.3% | +111.3% | +52.2% |
| 5Y | +238.2% | -90.6% | +328.8% | +306.9% |
| All | +238.2% | -90.7% | +329.0% | +306.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling