+489.1%
FCX vs NIO
-36.7%
+525.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -4.9% | -13.0% | +8.2% | -2.5% |
| 30D | +4.8% | -18.3% | +23.1% | +8.6% |
| 3M | +4.6% | -33.2% | +37.8% | +12.2% |
| 6M | +10.8% | -21.5% | +32.3% | +14.8% |
| YTD | +44.2% | -25.5% | +69.7% | +50.3% |
| 1Y | +59.6% | -38.0% | +97.6% | +70.0% |
| 3Y | +82.2% | -65.5% | +147.7% | +101.8% |
| 5Y | +115.6% | -90.6% | +206.2% | +171.7% |
| All | +489.1% | -36.7% | +525.8% | +421.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling