-1.8%
BROS vs NIO
-91.0%
+89.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.5% |
| 7D | -17.9% | +6.9% | -24.8% | -18.9% |
| 30D | -5.4% | -4.7% | -0.6% | -4.4% |
| 3M | -32.1% | -28.1% | -4.0% | -27.8% |
| 6M | -31.7% | -41.7% | +10.0% | -24.9% |
| YTD | -41.2% | -33.1% | -8.0% | -37.8% |
| 1Y | -32.6% | -50.3% | +17.7% | -24.6% |
| 3Y | +32.7% | -54.4% | +87.0% | +38.9% |
| 5Y | -44.2% | -91.6% | +47.4% | -33.5% |
| All | -1.8% | -91.0% | +89.2% | +27.1% |
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