-99.6%
FCUV vs NIO
-51.7%
-47.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -4.9% | +140.9% | +136.2% |
| 7D | +148.8% | -14.5% | +163.2% | +150.5% |
| 30D | +95.0% | -15.0% | +110.0% | +96.4% |
| 3M | +27.8% | -35.6% | +63.4% | +30.7% |
| 6M | +121.0% | -55.7% | +176.6% | +130.3% |
| YTD | -78.1% | -43.1% | -35.0% | -77.6% |
| 1Y | -94.3% | -53.5% | -40.7% | -94.0% |
| 3Y | -98.9% | -59.8% | -39.1% | -98.9% |
| 5Y | -99.7% | -93.2% | -6.5% | -99.7% |
| All | -99.6% | -51.7% | -47.9% | -99.6% |
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