+2,786.6%
FIX vs NIO
-36.7%
+2,823.3%
-49.7%
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% | +2.0% |
| 7D | +6.0% | -13.0% | +19.1% | +7.1% |
| 30D | -7.2% | -18.3% | +11.0% | -5.9% |
| 3M | -15.9% | -33.2% | +17.4% | -13.4% |
| 6M | +12.7% | -21.5% | +34.2% | +14.4% |
| YTD | +72.8% | -25.5% | +98.3% | +75.8% |
| 1Y | +122.9% | -38.0% | +160.9% | +129.1% |
| 3Y | +774.3% | -65.5% | +839.8% | +807.8% |
| 5Y | +2,049.5% | -90.6% | +2,140.1% | +2,236.6% |
| All | +2,786.6% | -36.7% | +2,823.3% | +2,552.2% |
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