+684.1%
FN vs NIO
-43.2%
+727.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.8% |
| 7D | +16.3% | +6.9% | +9.4% | +15.5% |
| 30D | -24.7% | -4.7% | -20.0% | -24.3% |
| 3M | -34.9% | -28.1% | -6.9% | -32.6% |
| 6M | -41.1% | -41.7% | +0.6% | -37.6% |
| YTD | -19.6% | -33.1% | +13.5% | -16.2% |
| 1Y | -18.5% | -50.3% | +31.8% | -12.7% |
| 3Y | +119.1% | -54.4% | +173.5% | +127.5% |
| 5Y | +206.9% | -91.6% | +298.6% | +250.8% |
| All | +684.1% | -43.2% | +727.3% | +655.7% |
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