-4.6%
BROS vs NIO
-91.5%
+86.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -20.4% | -1.8% | -18.6% | -20.1% |
| 30D | -6.1% | -6.6% | +0.5% | -4.8% |
| 3M | -29.4% | -29.9% | +0.5% | -24.6% |
| 6M | -31.5% | -46.6% | +15.1% | -23.4% |
| YTD | -42.8% | -36.5% | -6.3% | -38.9% |
| 1Y | -37.5% | -51.1% | +13.6% | -29.8% |
| 3Y | +27.2% | -55.2% | +82.4% | +33.3% |
| 5Y | -47.0% | -92.3% | +45.4% | -36.7% |
| All | -4.6% | -91.5% | +86.9% | +24.8% |
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