-83.2%
FIG vs NIO
-27.1%
-56.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | -12.6% | +6.9% | -19.5% | -13.6% |
| 30D | -13.8% | -4.7% | -9.0% | -13.0% |
| 3M | -16.7% | -28.1% | +11.4% | -12.1% |
| 6M | -6.1% | -41.7% | +35.6% | +1.6% |
| YTD | -48.1% | -33.1% | -14.9% | -46.8% |
| 1Y | -56.2% | -50.3% | -5.9% | -48.7% |
| All | -83.2% | -27.1% | -56.1% | -84.5% |
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