-92.2%
NIO vs FLR
+93.7%
-185.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.3% | +2.6% | +5.0% |
| 7D | +5.6% | -0.8% | +6.4% | +5.8% |
| 30D | -4.2% | -9.1% | +4.9% | -1.8% |
| 3M | -26.3% | -4.7% | -21.6% | -26.0% |
| 6M | -42.5% | -14.2% | -28.3% | -41.2% |
| YTD | -33.5% | +17.3% | -50.8% | -38.4% |
| 1Y | -52.7% | +4.3% | -56.9% | -54.6% |
| 3Y | -57.5% | +30.7% | -88.2% | -65.7% |
| All | -92.2% | +93.7% | -185.8% | -94.4% |
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