+28.0%
FND vs NIO
-36.8%
+64.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | +0.4% | -6.7% | +7.0% | +1.3% |
| 30D | -23.6% | -20.0% | -3.5% | -21.3% |
| 3M | +4.3% | -30.5% | +34.8% | +9.2% |
| 6M | -20.3% | -20.7% | +0.4% | -18.7% |
| YTD | -21.3% | -25.7% | +4.4% | -19.3% |
| 1Y | -45.4% | -38.6% | -6.8% | -42.9% |
| 3Y | -48.9% | -62.3% | +13.4% | -45.9% |
| 5Y | -61.0% | -90.1% | +29.0% | -54.2% |
| All | +28.0% | -36.8% | +64.9% | +21.5% |
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