+164.3%
FSLY vs NIO
-54.1%
+218.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.6% |
| 7D | -22.2% | -0.6% | -21.6% | -22.1% |
| 30D | -19.1% | -3.5% | -15.6% | -18.5% |
| 3M | -15.7% | -30.7% | +15.0% | -13.5% |
| 6M | -23.5% | -45.6% | +22.2% | -21.9% |
| YTD | +106.6% | -35.3% | +141.9% | +112.5% |
| 1Y | +164.3% | -53.9% | +218.2% | +195.3% |
| All | +164.3% | -54.1% | +218.4% | +195.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling