+53.4%
BBY vs NIO
-40.3%
+93.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.4% |
| 7D | +0.7% | -7.3% | +7.9% | +1.4% |
| 30D | +5.8% | -22.5% | +28.3% | +8.2% |
| 3M | +18.0% | -30.9% | +48.9% | +22.0% |
| 6M | +39.8% | -37.2% | +77.0% | +45.0% |
| YTD | +35.4% | -29.8% | +65.2% | +38.3% |
| 1Y | +21.4% | -37.4% | +58.8% | +25.1% |
| 3Y | +39.5% | -64.3% | +103.9% | +45.6% |
| 5Y | -0.5% | -90.6% | +90.1% | +11.0% |
| All | +53.4% | -40.3% | +93.8% | +36.5% |
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