+13.5%
FTV vs NIO
-92.1%
+105.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -0.7% |
| 7D | +0.2% | +5.6% | -5.4% | -0.3% |
| 30D | +15.7% | -4.2% | +19.9% | +16.1% |
| 3M | +7.5% | -26.3% | +33.8% | +10.7% |
| 6M | +8.5% | -42.5% | +51.0% | +14.1% |
| YTD | +18.8% | -33.5% | +52.3% | +22.3% |
| 1Y | +28.5% | -52.7% | +81.2% | +37.1% |
| 3Y | +34.0% | -57.5% | +91.5% | +38.1% |
| All | +13.5% | -92.1% | +105.5% | +24.0% |
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 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