+80.2%
FDX vs NIO
-43.2%
+123.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +0.2% | +6.9% | -6.7% | -0.4% |
| 30D | +9.3% | -4.7% | +14.0% | +9.7% |
| 3M | +0.5% | -28.1% | +28.5% | +3.4% |
| 6M | +5.3% | -41.7% | +47.0% | +10.2% |
| YTD | +38.6% | -33.1% | +71.7% | +42.4% |
| 1Y | +53.5% | -50.3% | +103.8% | +62.0% |
| 3Y | +74.2% | -54.4% | +128.6% | +78.3% |
| 5Y | +75.3% | -91.6% | +166.9% | +97.6% |
| All | +80.2% | -43.2% | +123.4% | +66.7% |
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