+785.9%
FTNT vs NIO
-38.3%
+824.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | +1.7% | -4.1% | +5.9% | +2.1% |
| 30D | -4.3% | -23.2% | +19.0% | -1.8% |
| 3M | +13.6% | -29.9% | +43.5% | +17.5% |
| 6M | +87.6% | -25.1% | +112.7% | +91.7% |
| YTD | +98.0% | -27.5% | +125.4% | +102.4% |
| 1Y | +96.9% | -41.1% | +138.0% | +104.6% |
| 3Y | +145.4% | -63.1% | +208.5% | +156.2% |
| 5Y | +153.0% | -90.4% | +243.4% | +185.3% |
| All | +785.9% | -38.3% | +824.3% | +747.0% |
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