+442.9%
BE vs NIO
-43.5%
+486.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.5% | +1.6% |
| 7D | -14.7% | +5.6% | -20.3% | -16.1% |
| 30D | -40.5% | -4.2% | -36.3% | -39.6% |
| 3M | -24.3% | -26.3% | +2.0% | -17.4% |
| 6M | -39.3% | -42.5% | +3.2% | -28.8% |
| YTD | +99.4% | -33.5% | +132.9% | +120.4% |
| 1Y | +26.6% | -52.7% | +79.2% | +55.5% |
| 3Y | +1,616.9% | -57.5% | +1,674.4% | +1,879.4% |
| 5Y | +441.4% | -92.0% | +533.4% | +804.8% |
| All | +442.9% | -43.5% | +486.4% | +497.8% |
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