+600.9%
FN vs NIO
-43.5%
+644.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +5.9% | +5.7% | +11.0% |
| 7D | 0.0% | +5.6% | -5.7% | -0.6% |
| 30D | -34.3% | -4.2% | -30.1% | -33.9% |
| 3M | -39.9% | -26.3% | -13.6% | -37.8% |
| 6M | -51.8% | -42.5% | -9.3% | -48.9% |
| YTD | -28.1% | -33.5% | +5.4% | -25.1% |
| 1Y | -29.1% | -52.7% | +23.6% | -23.7% |
| 3Y | +102.4% | -57.5% | +159.9% | +111.6% |
| 5Y | +171.7% | -92.0% | +263.6% | +211.5% |
| All | +600.9% | -43.5% | +644.4% | +576.0% |
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 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