-87.8%
NIO vs FGI
-74.8%
-13.0%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -25.2% | +20.3% | -4.2% |
| 7D | -14.5% | -14.4% | -0.1% | -14.1% |
| 30D | -15.0% | -11.8% | -3.2% | -14.8% |
| 3M | -35.6% | -46.2% | +10.7% | -34.6% |
| 6M | -55.7% | +5.2% | -60.8% | -56.8% |
| YTD | -43.1% | +10.5% | -53.7% | -46.7% |
| 1Y | -53.5% | +25.5% | -79.0% | -57.3% |
| 3Y | -59.8% | -16.0% | -43.8% | -64.9% |
| All | -87.8% | -74.8% | -13.0% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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