-71.6%
FLNC vs NIO
-90.7%
+19.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.0% |
| 7D | -4.1% | -2.9% | -1.2% | -2.6% |
| 30D | -24.8% | -18.7% | -6.1% | -17.0% |
| 3M | -59.1% | -29.4% | -29.7% | -51.8% |
| 6M | -42.0% | -32.5% | -9.4% | -30.6% |
| YTD | -49.8% | -27.6% | -22.2% | -43.2% |
| 1Y | +43.1% | -39.2% | +82.3% | +74.3% |
| 3Y | -61.0% | -64.3% | +3.3% | -45.0% |
| All | -71.6% | -90.7% | +19.0% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling