+8.1%
FPS vs NIO
-20.5%
+28.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.0% | +2.9% |
| 7D | +3.1% | -13.0% | +16.2% | +7.5% |
| 30D | -18.6% | -18.3% | -0.3% | -13.5% |
| 3M | -51.5% | -33.2% | -18.2% | -45.3% |
| 6M | -8.5% | -21.5% | +13.0% | -8.4% |
| All | +8.1% | -20.5% | +28.6% | +5.6% |
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