+197.5%
FICO vs NIO
-43.5%
+241.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -0.9% |
| 7D | -0.9% | +5.6% | -6.5% | -1.4% |
| 30D | +3.3% | -4.2% | +7.6% | +3.6% |
| 3M | -31.7% | -26.3% | -5.4% | -29.9% |
| 6M | -34.0% | -42.5% | +8.6% | -31.0% |
| YTD | -58.3% | -33.5% | -24.8% | -57.4% |
| 1Y | -57.9% | -52.7% | -5.3% | -55.6% |
| 3Y | -24.1% | -57.5% | +33.4% | -22.4% |
| 5Y | +85.3% | -92.0% | +177.3% | +109.4% |
| All | +197.5% | -43.5% | +241.0% | +159.9% |
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