+46.0%
FE vs NIO
-59.9%
+105.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.4% | -0.5% |
| 7D | 0.0% | +5.6% | -5.6% | -0.1% |
| 30D | +5.2% | -4.2% | +9.4% | +5.2% |
| 3M | 0.0% | -26.3% | +26.3% | +0.3% |
| 6M | +5.0% | -42.5% | +47.6% | +5.7% |
| YTD | +7.9% | -33.5% | +41.4% | +8.2% |
| 1Y | +6.3% | -52.7% | +59.0% | +7.1% |
| 3Y | +46.0% | -57.5% | +103.5% | +48.0% |
| All | +46.0% | -59.9% | +105.9% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling