+616.9%
FTNT vs NIO
-51.7%
+668.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.3% |
| 7D | +7.1% | -14.5% | +21.5% | +8.6% |
| 30D | -30.9% | -15.0% | -15.9% | -29.8% |
| 3M | -23.1% | -35.6% | +12.5% | -19.9% |
| 6M | +8.1% | -55.7% | +63.8% | +16.5% |
| YTD | +60.2% | -43.1% | +103.3% | +67.5% |
| 1Y | +57.0% | -53.5% | +110.5% | +67.2% |
| 3Y | +152.9% | -59.8% | +212.8% | +161.9% |
| 5Y | +85.9% | -93.2% | +179.1% | +116.3% |
| All | +616.9% | -51.7% | +668.6% | +600.9% |
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