-53.9%
NIO vs FDS
+31.1%
-85.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.6% | +3.6% |
| 7D | -0.6% | +9.4% | -10.0% | -0.3% |
| 30D | -3.5% | +23.8% | -27.3% | -2.7% |
| 3M | -30.7% | +25.1% | -55.8% | -30.0% |
| 6M | -45.6% | +53.8% | -99.4% | -43.7% |
| YTD | -35.3% | +19.6% | -54.8% | -35.7% |
| 1Y | -53.9% | +31.6% | -85.6% | -52.3% |
| All | -53.9% | +31.1% | -85.0% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling