+1,001.7%
FLEX vs NIO
-36.7%
+1,038.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | -0.9% | -13.0% | +12.1% | +0.7% |
| 30D | -10.1% | -18.3% | +8.1% | -8.1% |
| 3M | -31.3% | -33.2% | +1.9% | -28.1% |
| 6M | +71.3% | -21.5% | +92.8% | +75.3% |
| YTD | +81.2% | -25.5% | +106.7% | +86.4% |
| 1Y | +98.5% | -38.0% | +136.5% | +107.5% |
| 3Y | +428.2% | -65.5% | +493.7% | +463.0% |
| 5Y | +657.3% | -90.6% | +747.9% | +774.7% |
| All | +1,001.7% | -36.7% | +1,038.4% | +894.3% |
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 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