-99.7%
FCUV vs NIO
-38.3%
-61.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.4% | -4.6% | -6.9% |
| 7D | -63.8% | -4.1% | -59.6% | -63.6% |
| 30D | -14.7% | -23.2% | +8.6% | -13.4% |
| 3M | +65.3% | -29.9% | +95.2% | +68.5% |
| 6M | -68.5% | -25.1% | -43.4% | -68.0% |
| YTD | -83.0% | -27.5% | -55.6% | -82.8% |
| 1Y | -94.4% | -41.1% | -53.3% | -94.3% |
| 3Y | -99.3% | -63.1% | -36.1% | -99.3% |
| 5Y | -99.9% | -90.4% | -9.5% | -99.9% |
| All | -99.7% | -38.3% | -61.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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