-23.1%
BA vs NIO
-92.6%
+69.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -2.1% |
| 7D | -0.1% | -3.6% | +3.5% | +0.5% |
| 30D | -9.1% | -8.0% | -1.1% | -8.0% |
| 3M | -28.2% | -31.2% | +3.0% | -24.0% |
| 6M | -23.1% | -45.8% | +22.6% | -15.8% |
| YTD | -20.6% | -37.3% | +16.7% | -15.8% |
| 1Y | -12.7% | -56.1% | +43.4% | -2.1% |
| 3Y | -11.6% | -61.1% | +49.6% | -5.1% |
| 5Y | -23.1% | -92.4% | +69.3% | -6.7% |
| All | -23.1% | -92.6% | +69.5% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling