+70.3%
FE vs NIO
-43.5%
+113.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.9% | -7.4% | -1.5% |
| 7D | -1.0% | +5.6% | -6.6% | -1.1% |
| 30D | +4.1% | -4.2% | +8.4% | +4.2% |
| 3M | -1.0% | -26.3% | +25.3% | -0.5% |
| 6M | +4.0% | -42.5% | +46.5% | +5.0% |
| YTD | +6.8% | -33.5% | +40.4% | +7.4% |
| 1Y | +5.3% | -52.7% | +57.9% | +6.5% |
| 3Y | +44.6% | -57.5% | +102.0% | +45.3% |
| 5Y | +44.2% | -92.0% | +136.2% | +47.1% |
| All | +70.3% | -43.5% | +113.8% | +64.6% |
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