+96.6%
BAC vs NIO
-43.5%
+140.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -1.1% |
| 7D | -1.2% | +5.6% | -6.8% | -1.6% |
| 30D | -7.7% | -4.2% | -3.4% | -7.4% |
| 3M | -21.2% | -26.3% | +5.1% | -19.4% |
| 6M | -6.8% | -42.5% | +35.7% | -3.2% |
| YTD | -8.7% | -33.5% | +24.8% | -6.6% |
| 1Y | -5.3% | -52.7% | +47.4% | -0.7% |
| 3Y | +87.4% | -57.5% | +144.9% | +91.6% |
| 5Y | +18.9% | -92.0% | +110.9% | +31.7% |
| All | +96.6% | -43.5% | +140.1% | +75.4% |
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