-62.3%
NIO vs FLR
+60.4%
-122.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -6.7% | +0.7% | -7.3% | -6.8% |
| 30D | -20.0% | -0.7% | -19.4% | -20.1% |
| 3M | -30.5% | +14.3% | -44.8% | -33.2% |
| 6M | -20.7% | +25.6% | -46.3% | -25.9% |
| YTD | -25.7% | +42.9% | -68.6% | -33.0% |
| 1Y | -38.6% | +38.7% | -77.3% | -44.6% |
| 3Y | -62.3% | +61.8% | -124.0% | -70.9% |
| All | -62.3% | +60.4% | -122.6% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling