+7.4%
BAH vs NIO
-92.1%
+99.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.9% | -10.4% | -4.6% |
| 7D | -3.5% | +5.6% | -9.2% | -3.7% |
| 30D | +24.3% | -4.2% | +28.5% | +24.4% |
| 3M | +16.3% | -26.3% | +42.6% | +17.4% |
| 6M | +13.6% | -42.5% | +56.1% | +15.4% |
| YTD | +3.5% | -33.5% | +37.0% | +4.3% |
| 1Y | +2.7% | -52.7% | +55.4% | +4.9% |
| 3Y | -26.6% | -57.5% | +30.9% | -25.8% |
| All | +7.4% | -92.1% | +99.4% | +17.4% |
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 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