-55.6%
FSLY vs NIO
-90.7%
+35.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -1.9% |
| 7D | -10.6% | -13.0% | +2.4% | -5.8% |
| 30D | -20.9% | -18.3% | -2.6% | -14.6% |
| 3M | +3.4% | -33.2% | +36.6% | +20.1% |
| 6M | +2.7% | -21.5% | +24.2% | +9.1% |
| YTD | +102.3% | -25.5% | +127.7% | +116.0% |
| 1Y | +182.1% | -38.0% | +220.1% | +215.9% |
| 3Y | -14.6% | -65.5% | +50.9% | +6.1% |
| All | -55.6% | -90.7% | +35.1% | +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 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