-85.8%
NIO vs FGI
-70.6%
-15.2%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.0% |
| 7D | +5.6% | -7.0% | +12.6% | +5.8% |
| 30D | -4.2% | -4.2% | 0.0% | -4.2% |
| 3M | -26.3% | +55.6% | -81.9% | -28.8% |
| 6M | -42.5% | -3.2% | -39.4% | -43.7% |
| YTD | -33.5% | +29.1% | -62.7% | -37.9% |
| 1Y | -52.7% | +51.0% | -103.6% | -56.7% |
| 3Y | -57.5% | +1.5% | -59.0% | -63.3% |
| All | -85.8% | -70.6% | -15.2% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling