+71.6%
FE vs NIO
-36.7%
+108.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +1.9% | -13.0% | +15.0% | +2.2% |
| 30D | -1.2% | -18.3% | +17.1% | -0.8% |
| 3M | +3.5% | -33.2% | +36.7% | +4.2% |
| 6M | -6.1% | -21.5% | +15.4% | -5.8% |
| YTD | +7.6% | -25.5% | +33.1% | +8.0% |
| 1Y | +11.9% | -38.0% | +49.9% | +12.5% |
| 3Y | +48.4% | -65.5% | +113.9% | +49.7% |
| 5Y | +44.8% | -90.6% | +135.4% | +47.3% |
| All | +71.6% | -36.7% | +108.2% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling