-99.9%
FCUV vs NIO
-92.0%
-7.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.8% | +8.5% | +5.5% |
| 7D | -15.3% | +2.8% | -18.1% | -16.0% |
| 30D | -29.7% | -8.4% | -21.4% | -28.5% |
| 3M | -54.5% | -32.0% | -22.6% | -50.7% |
| 6M | -26.7% | -43.9% | +17.2% | -18.3% |
| YTD | -91.0% | -35.7% | -55.3% | -90.3% |
| 1Y | -98.0% | -51.1% | -46.9% | -97.8% |
| 3Y | -99.5% | -54.7% | -44.9% | -99.5% |
| 5Y | -99.9% | -91.7% | -8.2% | -99.8% |
| All | -99.9% | -92.0% | -7.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling