+289.8%
BNY vs NIO
-38.5%
+328.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | -0.1% |
| 7D | -1.3% | -2.9% | +1.6% | -1.2% |
| 30D | -0.2% | -18.7% | +18.6% | +1.0% |
| 3M | +14.9% | -29.4% | +44.4% | +17.2% |
| 6M | +40.0% | -32.5% | +72.5% | +42.8% |
| YTD | +42.0% | -27.6% | +69.6% | +43.9% |
| 1Y | +56.9% | -39.2% | +96.1% | +60.3% |
| 3Y | +289.9% | -64.3% | +354.1% | +300.7% |
| 5Y | +259.2% | -90.3% | +349.5% | +283.5% |
| All | +289.8% | -38.5% | +328.3% | +261.7% |
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