-65.9%
FCEL vs NIO
-62.6%
-3.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | -15.8% | -13.0% | -2.8% | -10.5% |
| 30D | -29.3% | -18.3% | -11.0% | -22.9% |
| 3M | -30.1% | -33.2% | +3.1% | -16.8% |
| 6M | +74.4% | -21.5% | +95.9% | +89.0% |
| YTD | +104.5% | -25.5% | +130.0% | +126.0% |
| 1Y | +281.4% | -38.0% | +319.4% | +345.7% |
| All | -65.9% | -62.6% | -3.2% | -58.9% |
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