+527.7%
FN vs NIO
-46.7%
+574.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.0% | -11.2% | -13.9% |
| 7D | -16.0% | -3.6% | -12.4% | -15.6% |
| 30D | -40.1% | -8.0% | -32.1% | -39.5% |
| 3M | -43.9% | -31.2% | -12.7% | -41.6% |
| 6M | -55.6% | -45.8% | -9.9% | -52.7% |
| YTD | -35.7% | -37.3% | +1.6% | -32.5% |
| 1Y | -39.8% | -56.1% | +16.3% | -34.7% |
| 3Y | +80.3% | -61.1% | +141.4% | +90.1% |
| 5Y | +143.3% | -92.4% | +235.7% | +180.6% |
| All | +527.7% | -46.7% | +574.4% | +508.9% |
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