+205.6%
FICO vs NIO
-43.2%
+248.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.7% |
| 7D | -0.1% | +6.9% | -7.0% | -0.7% |
| 30D | +8.4% | -4.7% | +13.2% | +8.8% |
| 3M | -30.5% | -28.1% | -2.4% | -28.5% |
| 6M | -35.7% | -41.7% | +6.0% | -32.9% |
| YTD | -57.2% | -33.1% | -24.1% | -56.2% |
| 1Y | -58.4% | -50.3% | -8.1% | -56.3% |
| 3Y | -24.8% | -54.4% | +29.5% | -23.7% |
| 5Y | +79.3% | -91.6% | +170.9% | +101.8% |
| All | +205.6% | -43.2% | +248.8% | +166.9% |
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