+420.4%
FIX vs NIO
-62.1%
+482.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.0% | -8.5% | -11.3% |
| 7D | -27.2% | -3.6% | -23.6% | -27.0% |
| 30D | -46.9% | -8.0% | -38.9% | -46.5% |
| 3M | -44.4% | -31.2% | -13.2% | -42.3% |
| 6M | -50.9% | -45.8% | -5.1% | -47.9% |
| YTD | +3.5% | -37.3% | +40.8% | +7.9% |
| 1Y | -2.1% | -56.1% | +54.0% | +4.3% |
| All | +420.4% | -62.1% | +482.5% | +442.8% |
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