+141.6%
FTNT vs NIO
-64.4%
+206.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +1.7% | -4.1% | +5.9% | +2.0% |
| 30D | -4.3% | -23.2% | +19.0% | -3.0% |
| 3M | +13.6% | -29.9% | +43.5% | +15.6% |
| 6M | +87.6% | -25.1% | +112.7% | +89.9% |
| YTD | +98.0% | -27.5% | +125.4% | +100.5% |
| 1Y | +96.9% | -41.1% | +138.0% | +101.1% |
| All | +141.6% | -64.4% | +206.0% | +150.9% |
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 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