+57.2%
BBY vs NIO
-36.7%
+93.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.7% | +3.3% |
| 7D | +9.5% | -13.0% | +22.5% | +10.9% |
| 30D | +6.8% | -18.3% | +25.1% | +8.8% |
| 3M | +28.9% | -33.2% | +62.1% | +33.6% |
| 6M | +37.8% | -21.5% | +59.3% | +39.5% |
| YTD | +38.7% | -25.5% | +64.2% | +40.9% |
| 1Y | +23.7% | -38.0% | +61.7% | +27.5% |
| 3Y | +39.1% | -65.5% | +104.6% | +45.6% |
| 5Y | -0.4% | -90.6% | +90.2% | +11.0% |
| All | +57.2% | -36.7% | +93.9% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling