+128.4%
BKR vs NIO
-40.3%
+168.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.4% | -6.4% |
| 7D | -6.7% | -7.3% | +0.6% | -6.1% |
| 30D | -8.3% | -22.5% | +14.2% | -6.6% |
| 3M | -5.4% | -30.9% | +25.5% | -2.8% |
| 6M | +0.8% | -37.2% | +38.0% | +3.9% |
| YTD | +31.8% | -29.8% | +61.7% | +34.4% |
| 1Y | +28.6% | -37.4% | +66.0% | +31.8% |
| 3Y | +71.2% | -64.3% | +135.6% | +77.4% |
| 5Y | +179.2% | -90.6% | +269.8% | +208.0% |
| All | +128.4% | -40.3% | +168.8% | +94.2% |
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