+72.3%
FE vs NIO
-49.2%
+121.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | 0.0% |
| 7D | -0.3% | -4.7% | +4.4% | -0.2% |
| 30D | +3.9% | -14.3% | +18.2% | +4.2% |
| 3M | -0.1% | -32.8% | +32.7% | +0.6% |
| 6M | +6.1% | -49.8% | +55.9% | +7.3% |
| YTD | +8.1% | -40.2% | +48.3% | +8.8% |
| 1Y | +4.4% | -52.7% | +57.1% | +5.6% |
| 3Y | +49.0% | -57.9% | +106.9% | +49.7% |
| 5Y | +46.1% | -92.9% | +139.0% | +49.4% |
| All | +72.3% | -49.2% | +121.5% | +66.8% |
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