+105.3%
FAST vs NIO
-92.1%
+197.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.8% | -0.2% |
| 7D | +2.1% | +5.6% | -3.5% | +1.7% |
| 30D | +6.9% | -4.2% | +11.1% | +7.1% |
| 3M | +4.8% | -26.3% | +31.1% | +6.8% |
| 6M | +19.8% | -42.5% | +62.3% | +23.8% |
| YTD | +34.9% | -33.5% | +68.4% | +37.5% |
| 1Y | +32.8% | -52.7% | +85.4% | +38.5% |
| 3Y | +93.7% | -57.5% | +151.2% | +97.1% |
| All | +105.3% | -92.1% | +197.4% | +118.0% |
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