+1,168.7%
FTI vs NIO
-90.3%
+1,259.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -0.2% | -6.7% | +6.5% | +0.4% |
| 30D | +12.3% | -20.0% | +32.4% | +14.5% |
| 3M | +13.8% | -30.5% | +44.2% | +17.3% |
| 6M | +24.3% | -20.7% | +45.0% | +25.8% |
| YTD | +75.8% | -25.7% | +101.5% | +78.8% |
| 1Y | +99.6% | -38.6% | +138.2% | +105.6% |
| 3Y | +278.4% | -62.3% | +340.7% | +294.1% |
| 5Y | +1,168.7% | -90.1% | +1,258.8% | +1,468.9% |
| All | +1,168.7% | -90.3% | +1,259.0% | +1,468.9% |
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