+69.0%
FROG vs NIO
-83.2%
+152.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.0% |
| 7D | +26.8% | -1.8% | +28.7% | +27.7% |
| 30D | +10.6% | -6.6% | +17.2% | +12.4% |
| 3M | +27.2% | -29.9% | +57.1% | +35.9% |
| 6M | +58.7% | -46.6% | +105.3% | +77.2% |
| YTD | +75.3% | -36.5% | +111.8% | +86.5% |
| 1Y | +71.1% | -51.1% | +122.2% | +91.0% |
| 3Y | +319.6% | -55.2% | +374.8% | +334.3% |
| 5Y | +195.7% | -92.3% | +288.0% | +308.1% |
| All | +69.0% | -83.2% | +152.2% | +113.4% |
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