-92.9%
NIO vs FDS
-23.2%
-69.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -4.9% | -5.6% |
| 7D | -4.7% | -2.6% | -2.1% | -4.1% |
| 30D | -14.3% | +14.1% | -28.4% | -17.5% |
| 3M | -32.8% | +19.8% | -52.6% | -36.5% |
| 6M | -49.8% | +55.0% | -104.8% | -56.8% |
| YTD | -40.2% | +15.9% | -56.1% | -42.6% |
| 1Y | -52.7% | +24.2% | -76.9% | -56.5% |
| 3Y | -57.9% | -24.0% | -33.8% | -50.7% |
| 5Y | -92.9% | -23.3% | -69.5% | -92.5% |
| All | -92.9% | -23.2% | -69.6% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling