+61.5%
BP vs NIO
-36.8%
+98.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +0.9% | -6.7% | +7.6% | +1.3% |
| 30D | +9.1% | -20.0% | +29.2% | +10.6% |
| 3M | +3.9% | -30.5% | +34.4% | +6.2% |
| 6M | +13.6% | -20.7% | +34.3% | +14.7% |
| YTD | +34.0% | -25.7% | +59.7% | +35.7% |
| 1Y | +39.2% | -38.6% | +77.7% | +42.0% |
| 3Y | +36.4% | -62.3% | +98.7% | +39.5% |
| 5Y | +135.8% | -90.1% | +225.9% | +151.9% |
| All | +61.5% | -36.8% | +98.4% | +42.6% |
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