+94.8%
BN vs NIO
-60.1%
+154.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.1% |
| 7D | -1.0% | -14.5% | +13.5% | +0.7% |
| 30D | +14.0% | -15.0% | +28.9% | +16.0% |
| 3M | -9.0% | -35.6% | +26.5% | -4.7% |
| 6M | -8.8% | -55.7% | +46.8% | -0.8% |
| YTD | -10.3% | -43.1% | +32.9% | -5.7% |
| 1Y | -5.8% | -53.5% | +47.7% | +1.2% |
| 3Y | +94.8% | -59.8% | +154.6% | +100.3% |
| All | +94.8% | -60.1% | +154.9% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling