+76.2%
FDX vs NIO
-93.2%
+169.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +2.1% |
| 7D | +5.2% | -14.5% | +19.6% | +7.2% |
| 30D | +11.3% | -15.0% | +26.2% | +13.4% |
| 3M | -4.1% | -35.6% | +31.4% | +0.9% |
| 6M | +9.6% | -55.7% | +65.3% | +20.4% |
| YTD | +40.9% | -43.1% | +84.0% | +48.7% |
| 1Y | +53.0% | -53.5% | +106.5% | +65.5% |
| 3Y | +74.1% | -59.8% | +133.9% | +82.3% |
| All | +76.2% | -93.2% | +169.4% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling