+72.4%
FE vs NIO
-46.0%
+118.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | -0.4% | -1.8% | +1.4% | -0.4% |
| 30D | +3.6% | -6.6% | +10.2% | +3.7% |
| 3M | +0.3% | -29.9% | +30.2% | +0.9% |
| 6M | +6.4% | -46.6% | +53.0% | +7.5% |
| YTD | +8.1% | -36.5% | +44.6% | +8.8% |
| 1Y | +4.6% | -51.1% | +55.7% | +5.7% |
| 3Y | +49.1% | -55.2% | +104.4% | +49.7% |
| 5Y | +46.1% | -92.3% | +138.4% | +49.2% |
| All | +72.4% | -46.0% | +118.4% | +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