+8.6%
FTV vs NIO
-36.8%
+45.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.4% | -6.7% | +6.3% | +0.1% |
| 30D | -8.3% | -20.0% | +11.7% | -6.8% |
| 3M | -7.4% | -30.5% | +23.1% | -4.9% |
| 6M | -1.2% | -20.7% | +19.5% | -0.1% |
| YTD | +2.7% | -25.7% | +28.4% | +4.2% |
| 1Y | +18.4% | -38.6% | +57.0% | +21.5% |
| 3Y | -2.0% | -62.3% | +60.2% | +1.0% |
| 5Y | +3.4% | -90.1% | +93.5% | +12.2% |
| All | +8.6% | -36.8% | +45.4% | -4.4% |
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