+4.7%
FTV vs NIO
-90.7%
+95.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -4.5% | -13.0% | +8.6% | -3.1% |
| 30D | -7.1% | -18.3% | +11.2% | -5.2% |
| 3M | -7.2% | -33.2% | +26.1% | -3.5% |
| 6M | -1.5% | -21.5% | +20.0% | -0.1% |
| YTD | +3.5% | -25.5% | +29.0% | +5.4% |
| 1Y | +20.3% | -38.0% | +58.4% | +24.2% |
| 3Y | -3.1% | -65.5% | +62.3% | +2.5% |
| All | +4.7% | -90.7% | +95.4% | +15.6% |
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 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