+520.6%
FCX vs NIO
-36.8%
+557.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.4% |
| 7D | +5.7% | -6.7% | +12.4% | +7.0% |
| 30D | +10.1% | -20.0% | +30.1% | +14.4% |
| 3M | +20.2% | -30.5% | +50.6% | +27.8% |
| 6M | +29.7% | -20.7% | +50.4% | +34.1% |
| YTD | +51.9% | -25.7% | +77.6% | +58.4% |
| 1Y | +66.0% | -38.6% | +104.5% | +77.1% |
| 3Y | +102.7% | -62.3% | +165.0% | +121.2% |
| 5Y | +138.9% | -90.1% | +228.9% | +198.7% |
| All | +520.6% | -36.8% | +557.5% | +449.5% |
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