-42.6%
BROS vs NIO
-93.2%
+50.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.9% | +11.4% | +7.5% |
| 7D | +6.3% | -14.5% | +20.8% | +9.6% |
| 30D | -8.3% | -15.0% | +6.6% | -5.3% |
| 3M | -29.8% | -35.6% | +5.8% | -23.5% |
| 6M | -25.8% | -55.7% | +29.8% | -13.3% |
| YTD | -41.4% | -43.1% | +1.8% | -35.8% |
| 1Y | -35.2% | -53.5% | +18.4% | -26.2% |
| 3Y | +32.8% | -59.8% | +92.6% | +42.2% |
| All | -42.6% | -93.2% | +50.6% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling