-52.7%
NIO vs FDS
+29.3%
-81.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.7% | +9.6% | +5.8% |
| 7D | +5.6% | -0.5% | +6.1% | +5.6% |
| 30D | -4.2% | +20.2% | -24.4% | -3.5% |
| 3M | -26.3% | +19.9% | -46.2% | -25.7% |
| 6M | -42.5% | +56.2% | -98.7% | -40.1% |
| YTD | -33.5% | +14.6% | -48.1% | -34.1% |
| 1Y | -52.7% | +31.6% | -84.3% | -51.1% |
| All | -52.7% | +29.3% | -81.9% | -51.1% |
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