+55.9%
FROG vs NIO
-82.4%
+138.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +5.9% | +29.4% | +34.2% |
| 7D | +7.0% | +5.6% | +1.4% | +6.2% |
| 30D | +2.9% | -4.2% | +7.1% | +4.1% |
| 3M | +21.6% | -26.3% | +47.9% | +28.7% |
| 6M | +87.7% | -42.5% | +130.2% | +106.6% |
| YTD | +61.7% | -33.5% | +95.2% | +70.5% |
| 1Y | +113.7% | -52.7% | +166.3% | +139.5% |
| 3Y | +267.7% | -57.5% | +325.2% | +286.5% |
| 5Y | +158.8% | -92.0% | +250.8% | +253.8% |
| All | +55.9% | -82.4% | +138.3% | +95.1% |
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