+60.6%
FSLR vs NIO
-92.4%
+153.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -8.4% | -1.8% | -6.6% | -8.1% |
| 30D | -0.9% | -6.6% | +5.7% | +0.5% |
| 3M | -26.1% | -29.9% | +3.8% | -20.8% |
| 6M | -23.6% | -46.6% | +23.0% | -14.1% |
| YTD | -31.8% | -36.5% | +4.7% | -26.8% |
| 1Y | -32.6% | -51.1% | +18.6% | -23.8% |
| 3Y | +33.0% | -55.2% | +88.2% | +42.2% |
| All | +60.6% | -92.4% | +153.0% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling