+117.5%
FANG vs NIO
-36.8%
+154.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.7% | -6.7% | +4.9% | -1.0% |
| 30D | +6.8% | -20.0% | +26.8% | +9.2% |
| 3M | +1.3% | -30.5% | +31.7% | +5.0% |
| 6M | +11.8% | -20.7% | +32.5% | +13.5% |
| YTD | +35.1% | -25.7% | +60.8% | +37.7% |
| 1Y | +48.9% | -38.6% | +87.5% | +54.0% |
| 3Y | +42.8% | -62.3% | +105.1% | +48.7% |
| 5Y | +230.3% | -90.1% | +320.4% | +276.1% |
| All | +117.5% | -36.8% | +154.3% | +80.5% |
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