-48.3%
NIO vs FDS
+52.8%
-101.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +6.9% | -5.0% | +11.8% | +8.6% |
| 30D | -4.7% | +13.8% | -18.5% | -9.2% |
| 3M | -28.1% | +14.8% | -42.9% | -32.1% |
| 6M | -41.7% | +47.4% | -89.1% | -50.7% |
| YTD | -33.1% | +14.2% | -47.3% | -38.1% |
| 1Y | -50.3% | +26.6% | -76.9% | -56.5% |
| 3Y | -54.4% | -24.4% | -29.9% | -50.1% |
| 5Y | -91.6% | -22.6% | -69.0% | -91.0% |
| All | -48.3% | +52.8% | -101.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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