+74.0%
FERG vs NIO
-56.4%
+130.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.6% | +10.6% | +11.2% |
| 7D | +7.3% | +6.9% | +0.4% | +6.8% |
| 30D | +18.1% | -4.7% | +22.9% | +18.5% |
| 3M | +1.6% | -28.1% | +29.7% | +4.0% |
| 6M | +8.5% | -41.7% | +50.2% | +12.4% |
| YTD | +18.6% | -33.1% | +51.7% | +21.3% |
| 1Y | +5.7% | -50.3% | +56.0% | +10.3% |
| 3Y | +74.0% | -54.4% | +128.4% | +78.3% |
| All | +74.0% | -56.4% | +130.4% | +78.3% |
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