+96.2%
FAST vs NIO
-56.9%
+153.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.6% |
| 7D | +4.8% | +2.8% | +2.0% | +4.7% |
| 30D | +8.6% | -8.4% | +17.0% | +8.9% |
| 3M | +5.7% | -32.0% | +37.6% | +7.2% |
| 6M | +25.5% | -43.9% | +69.4% | +28.2% |
| YTD | +39.6% | -35.7% | +75.3% | +41.5% |
| 1Y | +35.5% | -51.1% | +86.6% | +39.0% |
| 3Y | +96.2% | -54.7% | +150.9% | +94.7% |
| All | +96.2% | -56.9% | +153.1% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling