+46.3%
FE vs NIO
-92.6%
+138.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | -0.1% |
| 7D | +0.6% | -3.6% | +4.2% | +0.7% |
| 30D | +6.4% | -8.0% | +14.5% | +6.6% |
| 3M | -0.5% | -31.2% | +30.7% | +0.3% |
| 6M | +4.7% | -45.8% | +50.5% | +6.1% |
| YTD | +8.4% | -37.3% | +45.6% | +9.2% |
| 1Y | +7.2% | -56.1% | +63.3% | +9.0% |
| 3Y | +44.9% | -61.1% | +106.0% | +46.2% |
| 5Y | +46.3% | -92.4% | +138.7% | +49.9% |
| All | +46.3% | -92.6% | +138.9% | +49.9% |
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