-69.7%
FSLY vs NIO
-92.1%
+22.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.9% | +0.8% |
| 7D | -31.4% | +5.6% | -37.0% | -32.6% |
| 30D | -37.3% | -4.2% | -33.1% | -35.8% |
| 3M | -30.1% | -26.3% | -3.8% | -21.4% |
| 6M | -49.8% | -42.5% | -7.3% | -38.7% |
| YTD | +55.7% | -33.5% | +89.2% | +74.1% |
| 1Y | +44.5% | -52.7% | +97.1% | +82.7% |
| 3Y | -4.3% | -57.5% | +53.1% | +6.3% |
| All | -69.7% | -92.1% | +22.3% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling