+76.3%
FDX vs NIO
-92.0%
+168.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.7% |
| 7D | +0.5% | +2.8% | -2.4% | +0.1% |
| 30D | +9.5% | -8.4% | +17.9% | +10.6% |
| 3M | -1.3% | -32.0% | +30.6% | +3.2% |
| 6M | +5.5% | -43.9% | +49.5% | +12.6% |
| YTD | +38.9% | -35.7% | +74.6% | +44.5% |
| 1Y | +58.8% | -51.1% | +109.9% | +70.9% |
| 3Y | +71.1% | -54.7% | +125.8% | +76.7% |
| 5Y | +76.3% | -91.7% | +168.0% | +106.4% |
| All | +76.3% | -92.0% | +168.3% | +106.4% |
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