-99.9%
FCUV vs NIO
-90.3%
-9.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.3% | -65.0% | -65.2% |
| 7D | -47.9% | -6.7% | -41.3% | -47.3% |
| 30D | +13.7% | -20.0% | +33.7% | +19.0% |
| 3M | +97.0% | -30.5% | +127.5% | +111.2% |
| 6M | -66.1% | -20.7% | -45.4% | -64.9% |
| YTD | -81.8% | -25.7% | -56.1% | -81.0% |
| 1Y | -93.3% | -38.6% | -54.7% | -92.8% |
| 3Y | -99.2% | -62.3% | -37.0% | -99.2% |
| 5Y | -99.9% | -90.1% | -9.8% | -99.8% |
| All | -99.9% | -90.3% | -9.5% | -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