-84.0%
FIG vs NIO
-31.6%
-52.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.0% | -13.6% | -16.1% |
| 7D | -17.4% | -3.6% | -13.8% | -16.7% |
| 30D | -15.9% | -8.0% | -7.9% | -14.6% |
| 3M | -34.5% | -31.2% | -3.3% | -30.2% |
| 6M | -5.0% | -45.8% | +40.7% | +4.2% |
| YTD | -50.7% | -37.3% | -13.4% | -48.8% |
| 1Y | -58.1% | -56.1% | -2.0% | -48.9% |
| All | -84.0% | -31.6% | -52.4% | -85.0% |
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