-2.3%
FERG vs NIO
-37.4%
+35.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.4% |
| 7D | 0.0% | -13.0% | +13.0% | +1.1% |
| 30D | -10.2% | -18.3% | +8.1% | -8.7% |
| 3M | -0.6% | -33.2% | +32.6% | +2.5% |
| 6M | -6.5% | -21.5% | +15.0% | -5.1% |
| YTD | +4.2% | -25.5% | +29.7% | +6.1% |
| 1Y | -2.3% | -38.0% | +35.7% | +0.9% |
| All | -2.3% | -37.4% | +35.1% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling