+194.1%
FTI vs NIO
-59.9%
+254.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +2.8% |
| 7D | -7.6% | +5.6% | -13.2% | -7.9% |
| 30D | -7.1% | -4.2% | -2.9% | -6.9% |
| 3M | -8.7% | -26.3% | +17.6% | -7.2% |
| 6M | -14.0% | -42.5% | +28.6% | -11.3% |
| YTD | +42.8% | -33.5% | +76.4% | +45.2% |
| 1Y | +50.4% | -52.7% | +103.0% | +56.2% |
| 3Y | +194.1% | -57.5% | +251.6% | +198.0% |
| All | +194.1% | -59.9% | +254.0% | +198.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling