+143.3%
FN vs NIO
-92.6%
+235.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.0% | -11.2% | -13.8% |
| 7D | -16.0% | -3.6% | -12.4% | -15.5% |
| 30D | -40.1% | -8.0% | -32.1% | -39.3% |
| 3M | -43.9% | -31.2% | -12.7% | -40.6% |
| 6M | -55.6% | -45.8% | -9.9% | -51.4% |
| YTD | -35.7% | -37.3% | +1.6% | -31.1% |
| 1Y | -39.8% | -56.1% | +16.3% | -32.7% |
| 3Y | +80.3% | -61.1% | +141.4% | +94.9% |
| 5Y | +143.3% | -92.4% | +235.7% | +201.3% |
| All | +143.3% | -92.6% | +235.9% | +201.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling