+365.6%
FAST vs NIO
-46.0%
+411.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | +4.3% | -1.8% | +6.1% | +4.4% |
| 30D | +8.3% | -6.6% | +14.9% | +8.7% |
| 3M | +6.5% | -29.9% | +36.3% | +8.5% |
| 6M | +29.5% | -46.6% | +76.1% | +33.8% |
| YTD | +41.3% | -36.5% | +77.7% | +44.0% |
| 1Y | +37.4% | -51.1% | +88.5% | +42.1% |
| 3Y | +98.5% | -55.2% | +153.8% | +100.9% |
| 5Y | +111.1% | -92.3% | +203.4% | +127.5% |
| All | +365.6% | -46.0% | +411.6% | +322.4% |
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 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