+210.0%
BN vs NIO
-43.2%
+253.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.3% | +3.8% |
| 7D | +3.6% | +6.9% | -3.3% | +2.9% |
| 30D | +15.9% | -4.7% | +20.6% | +16.4% |
| 3M | -2.3% | -28.1% | +25.7% | +0.8% |
| 6M | -8.4% | -41.7% | +33.3% | -3.8% |
| YTD | -5.9% | -33.1% | +27.3% | -3.0% |
| 1Y | -5.6% | -50.3% | +44.7% | +0.1% |
| 3Y | +104.2% | -54.4% | +158.6% | +109.5% |
| 5Y | +35.5% | -91.6% | +127.1% | +51.6% |
| All | +210.0% | -43.2% | +253.2% | +191.3% |
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