+99.6%
FOXA vs NIO
-56.2%
+155.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.0% | +4.4% |
| 7D | +2.7% | -14.5% | +17.1% | +3.6% |
| 30D | +10.0% | -15.0% | +24.9% | +11.0% |
| 3M | +5.0% | -35.6% | +40.6% | +7.5% |
| 6M | +3.4% | -55.7% | +59.0% | +7.9% |
| YTD | -5.5% | -43.1% | +37.6% | -3.1% |
| 1Y | +5.5% | -53.5% | +59.1% | +9.4% |
| 3Y | +139.3% | -59.8% | +199.1% | +143.8% |
| 5Y | +77.2% | -93.2% | +170.4% | +91.7% |
| All | +99.6% | -56.2% | +155.8% | +72.3% |
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