+5.8%
FXI vs NIO
-36.7%
+42.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +1.0% | -13.0% | +14.1% | +3.3% |
| 30D | -0.6% | -18.3% | +17.7% | +2.7% |
| 3M | +1.9% | -33.2% | +35.1% | +8.6% |
| 6M | -0.2% | -21.5% | +21.3% | +2.8% |
| YTD | -5.6% | -25.5% | +19.9% | -2.2% |
| 1Y | -4.7% | -38.0% | +33.3% | +1.1% |
| 3Y | +38.0% | -65.5% | +103.5% | +51.6% |
| 5Y | -2.7% | -90.6% | +87.9% | +17.2% |
| All | +5.8% | -36.7% | +42.5% | +5.3% |
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 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