-64.8%
NIO vs FDS
-27.9%
-36.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -1.5% |
| 7D | -13.0% | -1.9% | -11.1% | -13.0% |
| 30D | -18.3% | +9.0% | -27.3% | -18.5% |
| 3M | -33.2% | +18.9% | -52.1% | -33.8% |
| 6M | -21.5% | +35.1% | -56.6% | -22.3% |
| YTD | -25.5% | +5.5% | -31.0% | -24.2% |
| 1Y | -38.0% | -16.8% | -21.2% | -33.1% |
| All | -64.8% | -27.9% | -36.9% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling