-43.9%
NIO vs FLR
+0.3%
-44.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.7% |
| 7D | -4.1% | -3.1% | -1.0% | -3.5% |
| 30D | -23.2% | +4.9% | -28.2% | -24.1% |
| 3M | -29.9% | +10.8% | -40.7% | -32.0% |
| 6M | -25.1% | +19.7% | -44.8% | -29.0% |
| YTD | -27.5% | +38.4% | -65.8% | -33.6% |
| 1Y | -41.1% | +34.7% | -75.8% | -46.0% |
| 3Y | -63.1% | +56.7% | -119.8% | -68.6% |
| 5Y | -90.4% | +241.6% | -332.0% | -93.1% |
| All | -43.9% | +0.3% | -44.2% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling