+75.3%
FROG vs NIO
-85.0%
+160.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.9% | +7.6% | +3.6% |
| 7D | +12.5% | -14.5% | +27.0% | +15.8% |
| 30D | +23.5% | -15.0% | +38.5% | +27.6% |
| 3M | +19.4% | -35.6% | +54.9% | +29.5% |
| 6M | +77.0% | -55.7% | +132.7% | +104.6% |
| YTD | +81.9% | -43.1% | +125.0% | +97.4% |
| 1Y | +90.7% | -53.5% | +144.2% | +114.6% |
| 3Y | +328.5% | -59.8% | +388.4% | +352.2% |
| 5Y | +207.0% | -93.2% | +300.2% | +333.1% |
| All | +75.3% | -85.0% | +160.3% | +125.9% |
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