-46.0%
NIO vs FIGR
-35.2%
-10.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.8% | +1.0% | -3.2% |
| 7D | +2.8% | +5.6% | -2.8% | +2.0% |
| 30D | -8.4% | -18.2% | +9.8% | -6.3% |
| 3M | -32.0% | -19.0% | -12.9% | -30.6% |
| 6M | -43.9% | -38.0% | -6.0% | -41.4% |
| YTD | -35.7% | -42.9% | +7.2% | -36.1% |
| 1Y | -51.1% | -37.9% | -13.2% | -52.8% |
| All | -46.0% | -35.2% | -10.8% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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