+137.2%
FTNT vs NIO
-59.9%
+197.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.9% | -8.9% | -3.3% |
| 7D | -12.7% | +5.6% | -18.3% | -12.9% |
| 30D | -37.2% | -4.2% | -33.0% | -37.1% |
| 3M | -25.8% | -26.3% | +0.5% | -24.6% |
| 6M | +32.1% | -42.5% | +74.7% | +35.7% |
| YTD | +49.7% | -33.5% | +83.2% | +52.3% |
| 1Y | +47.6% | -52.7% | +100.2% | +52.5% |
| 3Y | +137.2% | -57.5% | +194.7% | +149.8% |
| All | +137.2% | -59.9% | +197.1% | +149.8% |
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