+93.4%
FAST vs NIO
-62.1%
+155.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.5% |
| 7D | +0.7% | -3.6% | +4.3% | +0.8% |
| 30D | +4.6% | -8.0% | +12.7% | +4.9% |
| 3M | +6.4% | -31.2% | +37.5% | +7.9% |
| 6M | +20.6% | -45.8% | +66.4% | +23.3% |
| YTD | +34.7% | -37.3% | +71.9% | +36.6% |
| 1Y | +29.7% | -56.1% | +85.8% | +33.6% |
| All | +93.4% | -62.1% | +155.5% | +92.4% |
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 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