-50.9%
NIO vs FDS
+56.6%
-107.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.1% |
| 7D | -1.8% | -2.1% | +0.3% | -1.2% |
| 30D | -6.6% | +16.0% | -22.6% | -11.5% |
| 3M | -29.9% | +18.8% | -48.7% | -34.6% |
| 6M | -46.6% | +54.1% | -100.7% | -55.5% |
| YTD | -36.5% | +17.0% | -53.5% | -41.7% |
| 1Y | -51.1% | +25.5% | -76.7% | -56.9% |
| 3Y | -55.2% | -23.3% | -31.9% | -51.2% |
| 5Y | -92.3% | -22.6% | -69.7% | -91.7% |
| All | -50.9% | +56.6% | -107.6% | -55.6% |
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