-94.4%
FRMI vs NIO
-58.4%
-36.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -1.2% | +18.8% | +17.9% |
| 7D | -0.5% | -1.8% | +1.3% | +0.2% |
| 30D | -44.3% | -6.6% | -37.7% | -42.7% |
| 3M | -74.6% | -29.9% | -44.7% | -71.9% |
| 6M | -66.3% | -46.6% | -19.7% | -59.8% |
| YTD | -77.4% | -36.5% | -40.9% | -74.7% |
| 1Y | -91.7% | -51.1% | -40.6% | -90.4% |
| All | -94.4% | -58.4% | -36.0% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling