-53.8%
NIO vs FHN
+72.3%
-126.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.7% |
| 7D | -4.7% | +1.3% | -5.9% | -5.0% |
| 30D | -14.3% | +2.8% | -17.1% | -15.0% |
| 3M | -32.8% | -8.9% | -23.9% | -31.0% |
| 6M | -49.8% | -0.7% | -49.1% | -50.1% |
| YTD | -40.2% | +0.1% | -40.3% | -40.8% |
| 1Y | -52.7% | +10.4% | -63.1% | -54.7% |
| 3Y | -57.9% | +128.8% | -186.7% | -68.9% |
| 5Y | -92.9% | +61.5% | -154.3% | -94.4% |
| All | -53.8% | +72.3% | -126.1% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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