-51.1%
NIO vs FDS
+27.2%
-78.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.1% |
| 7D | -1.8% | -2.1% | +0.3% | -1.9% |
| 30D | -6.6% | +16.0% | -22.6% | -6.2% |
| 3M | -29.9% | +18.8% | -48.7% | -29.5% |
| 6M | -46.6% | +54.1% | -100.7% | -44.8% |
| YTD | -36.5% | +17.0% | -53.5% | -36.5% |
| 1Y | -51.1% | +25.5% | -76.7% | -50.3% |
| All | -51.1% | +27.2% | -78.3% | -50.3% |
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