+293.6%
FICO vs NIO
-36.7%
+330.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.1% | -16.5% |
| 7D | -19.2% | -13.0% | -6.1% | -18.2% |
| 30D | -14.6% | -18.3% | +3.7% | -13.1% |
| 3M | -20.1% | -33.2% | +13.1% | -17.4% |
| 6M | -36.3% | -21.5% | -14.8% | -35.6% |
| YTD | -44.9% | -25.5% | -19.4% | -44.1% |
| 1Y | -38.6% | -38.0% | -0.6% | -37.0% |
| 3Y | +4.0% | -65.5% | +69.4% | +8.3% |
| 5Y | +99.5% | -90.6% | +190.1% | +122.0% |
| All | +293.6% | -36.7% | +330.3% | +240.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling