+406.0%
FCX vs NIO
-43.2%
+449.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.8% |
| 7D | -1.0% | +6.9% | -7.9% | -2.2% |
| 30D | -15.2% | -4.7% | -10.5% | -14.5% |
| 3M | -10.3% | -28.1% | +17.8% | -4.9% |
| 6M | +1.6% | -41.7% | +43.3% | +11.3% |
| YTD | +23.9% | -33.1% | +57.0% | +31.6% |
| 1Y | +58.0% | -50.3% | +108.3% | +76.3% |
| 3Y | +94.6% | -54.4% | +148.9% | +106.6% |
| 5Y | +70.4% | -91.6% | +162.0% | +119.1% |
| All | +406.0% | -43.2% | +449.1% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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