+116.4%
FSLR vs NIO
-90.7%
+207.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.1% |
| 7D | 0.0% | -13.0% | +13.0% | +2.8% |
| 30D | -13.7% | -18.3% | +4.6% | -10.2% |
| 3M | -35.1% | -33.2% | -1.9% | -29.7% |
| 6M | +3.6% | -21.5% | +25.1% | +7.2% |
| YTD | -21.7% | -25.5% | +3.8% | -18.5% |
| 1Y | +1.3% | -38.0% | +39.3% | +8.6% |
| 3Y | +9.7% | -65.5% | +75.2% | +23.1% |
| All | +116.4% | -90.7% | +207.1% | +221.2% |
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