-28.1%
FSLY vs NIO
-29.3%
+1.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.6% |
| 7D | -17.9% | -1.8% | -16.1% | -17.4% |
| 30D | -34.7% | -6.6% | -28.1% | -33.2% |
| 3M | -40.0% | -29.9% | -10.2% | -33.7% |
| 6M | -11.8% | -46.6% | +34.8% | +4.4% |
| YTD | +69.5% | -36.5% | +106.0% | +87.1% |
| 1Y | +44.0% | -51.1% | +95.1% | +70.0% |
| 3Y | +5.2% | -55.2% | +60.5% | +13.1% |
| 5Y | -65.6% | -92.3% | +26.7% | -45.4% |
| All | -28.1% | -29.3% | +1.2% | -1.9% |
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