-99.8%
FCUV vs NIO
-46.0%
-53.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.2% |
| 7D | -4.7% | -1.8% | -2.9% | -4.6% |
| 30D | -23.2% | -6.6% | -16.5% | -22.9% |
| 3M | -49.2% | -29.9% | -19.3% | -48.2% |
| 6M | -9.2% | -46.6% | +37.4% | -6.2% |
| YTD | -90.6% | -36.5% | -54.1% | -90.4% |
| 1Y | -97.9% | -51.1% | -46.8% | -97.8% |
| 3Y | -99.5% | -55.2% | -44.3% | -99.5% |
| 5Y | -99.9% | -92.3% | -7.6% | -99.9% |
| All | -99.8% | -46.0% | -53.8% | -99.8% |
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