-26.7%
FICO vs NIO
-56.9%
+30.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.0% |
| 7D | +0.9% | +2.8% | -2.0% | +0.8% |
| 30D | +9.4% | -8.4% | +17.8% | +9.6% |
| 3M | -30.4% | -32.0% | +1.6% | -29.9% |
| 6M | -35.1% | -43.9% | +8.8% | -34.5% |
| YTD | -56.8% | -35.7% | -21.1% | -56.6% |
| 1Y | -58.4% | -51.1% | -7.3% | -57.8% |
| 3Y | -26.7% | -54.7% | +28.0% | -25.7% |
| All | -26.7% | -56.9% | +30.2% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling