-80.3%
FIG vs NIO
-19.0%
-61.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.6% |
| 7D | -16.4% | -6.7% | -9.7% | -15.4% |
| 30D | -2.3% | -20.0% | +17.7% | +1.3% |
| 3M | +7.8% | -30.5% | +38.3% | +14.2% |
| 6M | -21.8% | -20.7% | -1.1% | -22.4% |
| YTD | -39.1% | -25.7% | -13.4% | -38.6% |
| 1Y | -56.6% | -38.6% | -18.1% | -54.0% |
| All | -80.3% | -19.0% | -61.3% | -82.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling