+67.0%
FROG vs NIO
-82.3%
+149.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.0% |
| 7D | +27.1% | +6.9% | +20.2% | +25.9% |
| 30D | +5.8% | -4.7% | +10.6% | +7.1% |
| 3M | +20.8% | -28.1% | +48.9% | +28.4% |
| 6M | +53.3% | -41.7% | +95.0% | +68.4% |
| YTD | +73.2% | -33.1% | +106.3% | +82.5% |
| 1Y | +80.3% | -50.3% | +130.6% | +100.6% |
| 3Y | +318.3% | -54.4% | +372.7% | +332.1% |
| 5Y | +179.9% | -91.6% | +271.5% | +280.1% |
| All | +67.0% | -82.3% | +149.3% | +108.8% |
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