+3.7%
FSLY vs NIO
-60.1%
+63.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.4% |
| 7D | +4.9% | -14.5% | +19.3% | +7.8% |
| 30D | -33.5% | -15.0% | -18.6% | -31.5% |
| 3M | -44.6% | -35.6% | -9.1% | -40.2% |
| 6M | -9.2% | -55.7% | +46.4% | +3.4% |
| YTD | +63.3% | -43.1% | +106.4% | +76.6% |
| 1Y | +45.3% | -53.5% | +98.8% | +62.4% |
| 3Y | +3.7% | -59.8% | +63.6% | +12.1% |
| All | +3.7% | -60.1% | +63.9% | +12.1% |
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