-73.2%
FRSH vs NIO
-89.2%
+16.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.2% | -4.3% |
| 7D | -8.2% | -13.0% | +4.9% | -4.9% |
| 30D | +10.5% | -18.3% | +28.8% | +16.0% |
| 3M | +32.7% | -33.2% | +66.0% | +46.1% |
| 6M | +50.3% | -21.5% | +71.8% | +55.2% |
| YTD | +3.9% | -25.5% | +29.4% | +7.8% |
| 1Y | -2.2% | -38.0% | +35.9% | +4.7% |
| 3Y | -42.9% | -65.5% | +22.5% | -34.0% |
| All | -73.2% | -89.2% | +16.0% | -57.3% |
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