+36.9%
FSLR vs NIO
-59.9%
+96.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.9% | -3.2% | +1.6% |
| 7D | +15.3% | +5.6% | +9.7% | +14.1% |
| 30D | +11.7% | -4.2% | +15.9% | +12.5% |
| 3M | -17.6% | -26.3% | +8.7% | -12.8% |
| 6M | -7.7% | -42.5% | +34.8% | +2.1% |
| YTD | -23.0% | -33.5% | +10.5% | -18.2% |
| 1Y | -26.0% | -52.7% | +26.6% | -15.9% |
| 3Y | +36.9% | -57.5% | +94.3% | +54.0% |
| All | +36.9% | -59.9% | +96.7% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling