+9.4%
FTV vs NIO
-36.7%
+46.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -4.5% | -13.0% | +8.6% | -3.5% |
| 30D | -7.1% | -18.3% | +11.2% | -5.7% |
| 3M | -7.2% | -33.2% | +26.1% | -4.4% |
| 6M | -1.5% | -21.5% | +20.0% | -0.3% |
| YTD | +3.5% | -25.5% | +29.0% | +5.0% |
| 1Y | +20.3% | -38.0% | +58.4% | +23.3% |
| 3Y | -3.1% | -65.5% | +62.3% | +0.5% |
| 5Y | +2.3% | -90.6% | +92.9% | +11.4% |
| All | +9.4% | -36.7% | +46.1% | -3.7% |
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