-95.7%
FCEL vs NIO
-38.3%
-57.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -5.7% |
| 7D | +15.1% | -4.1% | +19.2% | +17.1% |
| 30D | -16.4% | -23.2% | +6.8% | -6.5% |
| 3M | -5.3% | -29.9% | +24.7% | +10.7% |
| 6M | +124.5% | -25.1% | +149.6% | +148.4% |
| YTD | +126.7% | -27.5% | +154.1% | +153.4% |
| 1Y | +219.9% | -41.1% | +261.0% | +282.6% |
| 3Y | -61.6% | -63.1% | +1.5% | -50.0% |
| 5Y | -90.5% | -90.4% | -0.1% | -80.5% |
| All | -95.7% | -38.3% | -57.4% | -95.5% |
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 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