-10.4%
FSLY vs NIO
-17.2%
+6.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.4% |
| 7D | +3.5% | -6.7% | +10.1% | +5.4% |
| 30D | -6.4% | -20.0% | +13.6% | -0.5% |
| 3M | +10.9% | -30.5% | +41.3% | +22.3% |
| 6M | +6.7% | -20.7% | +27.4% | +11.6% |
| YTD | +111.1% | -25.7% | +136.8% | +122.5% |
| 1Y | +185.8% | -38.6% | +224.3% | +212.9% |
| 3Y | -6.6% | -62.3% | +55.7% | +5.2% |
| 5Y | -52.4% | -90.1% | +37.7% | -29.1% |
| All | -10.4% | -17.2% | +6.8% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling