+3.2%
FXI vs NIO
-36.8%
+40.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -1.0% | -6.7% | +5.7% | +0.1% |
| 30D | -3.2% | -20.0% | +16.8% | +0.3% |
| 3M | +1.7% | -30.5% | +32.1% | +7.6% |
| 6M | -1.6% | -20.7% | +19.2% | +1.2% |
| YTD | -7.9% | -25.7% | +17.8% | -4.6% |
| 1Y | -9.6% | -38.6% | +29.0% | -4.0% |
| 3Y | +40.5% | -62.3% | +102.7% | +52.3% |
| 5Y | -6.2% | -90.1% | +83.8% | +12.5% |
| All | +3.2% | -36.8% | +40.1% | +2.8% |
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