-42.4%
NIO vs FLR
+2.7%
-45.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.0% |
| 7D | -13.0% | +5.4% | -18.5% | -14.1% |
| 30D | -18.3% | +11.4% | -29.7% | -20.6% |
| 3M | -33.2% | +11.4% | -44.6% | -35.3% |
| 6M | -21.5% | +16.6% | -38.1% | -25.1% |
| YTD | -25.5% | +41.7% | -67.2% | -32.2% |
| 1Y | -38.0% | +35.4% | -73.4% | -43.3% |
| 3Y | -65.5% | +57.3% | -122.8% | -70.6% |
| 5Y | -90.6% | +241.0% | -331.6% | -93.3% |
| All | -42.4% | +2.7% | -45.2% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling