-49.2%
NIO vs FDS
+26.9%
-76.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | +6.9% | -5.0% | +11.8% | +6.7% |
| 30D | -4.7% | +13.8% | -18.5% | -4.4% |
| 3M | -28.1% | +14.8% | -42.9% | -27.7% |
| 6M | -41.7% | +47.4% | -89.1% | -39.9% |
| YTD | -33.1% | +14.2% | -47.3% | -33.2% |
| All | -49.2% | +26.9% | -76.1% | -48.1% |
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