-6.4%
FLUT vs NIO
-43.2%
+36.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -6.5% | +6.9% | -13.4% | -7.0% |
| 30D | +2.8% | -4.7% | +7.5% | +3.1% |
| 3M | -13.5% | -28.1% | +14.6% | -11.2% |
| 6M | -19.0% | -41.7% | +22.7% | -15.6% |
| YTD | -61.9% | -33.1% | -28.7% | -60.9% |
| 1Y | -63.2% | -50.3% | -12.9% | -61.4% |
| 3Y | -46.0% | -54.4% | +8.3% | -45.1% |
| 5Y | -51.8% | -91.6% | +39.8% | -46.9% |
| All | -6.4% | -43.2% | +36.7% | -10.6% |
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 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