-90.1%
NIO vs FLR
+248.0%
-338.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 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% | -33.8% |
| 6M | -20.7% | +25.6% | -46.3% | -27.1% |
| YTD | -25.7% | +42.9% | -68.6% | -34.6% |
| 1Y | -38.6% | +38.7% | -77.3% | -45.9% |
| 3Y | -62.3% | +61.8% | -124.0% | -71.1% |
| 5Y | -90.1% | +254.1% | -344.2% | -94.3% |
| All | -90.1% | +248.0% | -338.1% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling