+125.8%
BRO vs NIO
-38.5%
+164.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -7.3% | -2.9% | -4.4% | -7.2% |
| 30D | -6.9% | -18.7% | +11.9% | -6.3% |
| 3M | +10.7% | -29.4% | +40.1% | +11.8% |
| 6M | -2.7% | -32.5% | +29.8% | -1.7% |
| YTD | -16.3% | -27.6% | +11.3% | -15.8% |
| 1Y | -29.1% | -39.2% | +10.1% | -28.4% |
| 3Y | -7.8% | -64.3% | +56.4% | -6.5% |
| 5Y | +18.7% | -90.3% | +109.0% | +23.6% |
| All | +125.8% | -38.5% | +164.3% | +108.3% |
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