-56.1%
NIO vs FLR
-10.4%
-45.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.7% |
| 7D | -14.5% | +5.4% | -19.8% | -15.5% |
| 30D | -15.0% | +2.8% | -17.8% | -15.6% |
| 3M | -35.6% | -6.4% | -29.2% | -34.8% |
| 6M | -55.7% | +8.8% | -64.4% | -57.0% |
| YTD | -43.1% | +23.6% | -66.7% | -46.8% |
| 1Y | -53.5% | +13.8% | -67.3% | -55.7% |
| 3Y | -59.8% | +36.5% | -96.3% | -64.8% |
| 5Y | -93.2% | +119.3% | -212.5% | -94.7% |
| All | -56.1% | -10.4% | -45.7% | -60.5% |
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