-68.5%
FLNC vs NIO
-90.4%
+22.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.3% | +6.9% | +6.8% |
| 7D | +6.0% | -6.7% | +12.6% | +9.3% |
| 30D | -16.3% | -20.0% | +3.7% | -7.2% |
| 3M | -54.1% | -30.5% | -23.7% | -45.6% |
| 6M | -25.3% | -20.7% | -4.6% | -17.6% |
| YTD | -44.2% | -25.7% | -18.5% | -37.7% |
| 1Y | +53.1% | -38.6% | +91.7% | +84.7% |
| 3Y | -58.3% | -62.3% | +3.9% | -42.9% |
| All | -68.5% | -90.4% | +22.0% | -24.6% |
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