+30.4%
FTV vs NIO
-49.2%
+79.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.4% |
| 7D | +3.7% | -4.7% | +8.4% | +4.1% |
| 30D | +16.8% | -14.3% | +31.2% | +18.2% |
| 3M | +10.4% | -32.8% | +43.2% | +13.7% |
| 6M | +12.8% | -49.8% | +62.7% | +18.5% |
| YTD | +23.3% | -40.2% | +63.5% | +27.1% |
| 1Y | +31.0% | -52.7% | +83.7% | +37.4% |
| 3Y | +38.6% | -57.9% | +96.4% | +41.7% |
| 5Y | +17.6% | -92.9% | +110.4% | +30.6% |
| All | +30.4% | -49.2% | +79.5% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling