-48.6%
NIO vs FDS
+53.4%
-102.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.7% | +9.6% | +7.1% |
| 7D | +5.6% | -0.5% | +6.1% | +5.6% |
| 30D | -4.2% | +20.2% | -24.4% | -10.5% |
| 3M | -26.3% | +19.9% | -46.2% | -31.5% |
| 6M | -42.5% | +56.2% | -98.7% | -52.5% |
| YTD | -33.5% | +14.6% | -48.1% | -38.5% |
| 1Y | -52.7% | +31.6% | -84.3% | -59.3% |
| 3Y | -57.5% | -23.8% | -33.6% | -53.7% |
| 5Y | -92.0% | -22.6% | -69.4% | -91.4% |
| All | -48.6% | +53.4% | -102.0% | -53.2% |
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