-45.3%
FLUT vs NIO
-60.1%
+14.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.7% |
| 7D | -0.7% | -14.5% | +13.8% | +0.3% |
| 30D | +9.3% | -15.0% | +24.2% | +10.3% |
| 3M | -17.5% | -35.6% | +18.1% | -15.2% |
| 6M | -14.6% | -55.7% | +41.0% | -10.4% |
| YTD | -62.3% | -43.1% | -19.1% | -61.1% |
| 1Y | -59.6% | -53.5% | -6.1% | -57.9% |
| 3Y | -45.3% | -59.8% | +14.5% | -46.6% |
| All | -45.3% | -60.1% | +14.8% | -46.6% |
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 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