-96.2%
FCEL vs NIO
-36.7%
-59.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | -15.8% | -13.0% | -2.8% | -10.6% |
| 30D | -29.3% | -18.3% | -11.0% | -22.9% |
| 3M | -30.1% | -33.2% | +3.1% | -16.7% |
| 6M | +74.4% | -21.5% | +95.9% | +89.1% |
| YTD | +104.5% | -25.5% | +130.0% | +126.0% |
| 1Y | +281.4% | -38.0% | +319.4% | +346.8% |
| 3Y | -66.1% | -65.5% | -0.6% | -54.7% |
| 5Y | -91.9% | -90.6% | -1.3% | -83.2% |
| All | -96.2% | -36.7% | -59.5% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling