+83.2%
BBY vs NIO
-51.7%
+134.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.6% | +1.1% |
| 7D | +4.5% | -14.5% | +18.9% | +6.0% |
| 30D | +16.8% | -15.0% | +31.8% | +18.6% |
| 3M | +23.2% | -35.6% | +58.8% | +28.2% |
| 6M | +91.9% | -55.7% | +147.6% | +106.3% |
| YTD | +61.6% | -43.1% | +104.8% | +68.3% |
| 1Y | +43.9% | -53.5% | +97.4% | +52.7% |
| 3Y | +88.6% | -59.8% | +148.5% | +95.2% |
| 5Y | -3.1% | -93.2% | +90.1% | +11.3% |
| All | +83.2% | -51.7% | +134.8% | +66.1% |
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