+145.8%
BKR vs NIO
-36.8%
+182.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | +0.4% | -6.7% | +7.1% | +0.9% |
| 30D | +3.9% | -20.0% | +23.9% | +5.6% |
| 3M | -1.1% | -30.5% | +29.4% | +1.6% |
| 6M | +7.6% | -20.7% | +28.3% | +8.8% |
| YTD | +41.9% | -25.7% | +67.6% | +44.0% |
| 1Y | +42.2% | -38.6% | +80.8% | +46.0% |
| 3Y | +84.3% | -62.3% | +146.5% | +90.0% |
| 5Y | +215.7% | -90.1% | +305.8% | +246.8% |
| All | +145.8% | -36.8% | +182.6% | +108.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling