+101.6%
BAC vs NIO
-45.3%
+147.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.5% |
| 7D | +2.1% | +2.8% | -0.8% | +1.8% |
| 30D | -6.7% | -8.4% | +1.7% | -6.1% |
| 3M | -20.2% | -32.0% | +11.7% | -18.0% |
| 6M | -0.2% | -43.9% | +43.7% | +3.9% |
| YTD | -6.4% | -35.7% | +29.3% | -4.0% |
| 1Y | -3.1% | -51.1% | +48.0% | +1.4% |
| 3Y | +96.7% | -54.7% | +151.4% | +100.0% |
| 5Y | +21.3% | -91.7% | +113.0% | +34.1% |
| All | +101.6% | -45.3% | +147.0% | +80.3% |
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