-42.4%
NIO vs FDS
+41.3%
-83.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -0.3% |
| 7D | -13.0% | -1.9% | -11.1% | -12.5% |
| 30D | -18.3% | +9.0% | -27.3% | -20.9% |
| 3M | -33.2% | +18.9% | -52.1% | -38.0% |
| 6M | -21.5% | +35.1% | -56.6% | -31.5% |
| YTD | -25.5% | +5.5% | -31.0% | -28.6% |
| 1Y | -38.0% | -16.8% | -21.2% | -34.2% |
| 3Y | -65.5% | -28.1% | -37.4% | -61.5% |
| 5Y | -90.6% | -17.4% | -73.2% | -90.2% |
| All | -42.4% | +41.3% | -83.7% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling