-82.4%
FRMI vs NIO
-51.3%
-31.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.3% | +11.8% | +11.6% |
| 7D | +23.3% | -6.7% | +30.0% | +25.4% |
| 30D | -7.6% | -20.0% | +12.4% | -2.5% |
| 3M | +0.2% | -30.5% | +30.6% | +10.1% |
| 6M | -28.7% | -20.7% | -8.0% | -26.1% |
| YTD | -28.6% | -25.7% | -2.9% | -24.3% |
| All | -82.4% | -51.3% | -31.1% | -80.9% |
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 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