+283.8%
FTI vs NIO
-36.7%
+320.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +5.3% | -13.0% | +18.3% | +6.5% |
| 30D | +15.3% | -18.3% | +33.6% | +17.3% |
| 3M | +15.8% | -33.2% | +49.0% | +19.7% |
| 6M | +22.6% | -21.5% | +44.1% | +24.2% |
| YTD | +79.5% | -25.5% | +105.0% | +82.6% |
| 1Y | +102.0% | -38.0% | +140.0% | +107.7% |
| 3Y | +315.8% | -65.5% | +381.3% | +333.9% |
| 5Y | +1,129.5% | -90.6% | +1,220.1% | +1,272.3% |
| All | +283.8% | -36.7% | +320.4% | +223.5% |
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 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