-83.7%
FIG vs NIO
-27.6%
-56.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | +0.9% |
| 7D | -13.1% | +5.6% | -18.7% | -13.9% |
| 30D | -13.0% | -4.2% | -8.8% | -12.4% |
| 3M | -21.5% | -26.3% | +4.8% | -17.5% |
| 6M | -2.5% | -42.5% | +40.1% | +5.8% |
| YTD | -49.7% | -33.5% | -16.1% | -48.3% |
| 1Y | -59.1% | -52.7% | -6.4% | -51.1% |
| All | -83.7% | -27.6% | -56.2% | -84.9% |
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