-14.2%
FSLY vs NIO
-64.6%
+50.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.2% |
| 7D | -10.6% | -13.0% | +2.4% | -8.3% |
| 30D | -20.9% | -18.3% | -2.6% | -17.9% |
| 3M | +3.4% | -33.2% | +36.6% | +11.1% |
| 6M | +2.7% | -21.5% | +24.2% | +5.9% |
| YTD | +102.3% | -25.5% | +127.7% | +109.1% |
| 1Y | +182.1% | -38.0% | +220.1% | +199.1% |
| All | -14.2% | -64.6% | +50.3% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling