+73.9%
BROS vs NIO
-62.6%
+136.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -6.7% | -13.0% | +6.4% | -5.4% |
| 30D | -29.1% | -18.3% | -10.8% | -27.7% |
| 3M | -16.7% | -33.2% | +16.5% | -13.4% |
| 6M | -11.6% | -21.5% | +9.9% | -10.2% |
| YTD | -23.9% | -25.5% | +1.6% | -22.4% |
| 1Y | -34.8% | -38.0% | +3.2% | -32.6% |
| All | +73.9% | -62.6% | +136.6% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling