+127.0%
BRO vs NIO
-38.3%
+165.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.3% |
| 7D | -7.6% | -4.1% | -3.5% | -7.5% |
| 30D | -6.9% | -23.2% | +16.4% | -6.1% |
| 3M | +12.8% | -29.9% | +42.7% | +14.0% |
| 6M | -5.9% | -25.1% | +19.2% | -5.3% |
| YTD | -15.9% | -27.5% | +11.6% | -15.4% |
| 1Y | -28.1% | -41.1% | +12.9% | -27.3% |
| 3Y | -7.0% | -63.1% | +56.1% | -5.8% |
| 5Y | +18.0% | -90.4% | +108.4% | +22.9% |
| All | +127.0% | -38.3% | +165.3% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling