-50.2%
BROS vs NIO
-92.1%
+41.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.9% | -8.3% | -3.5% |
| 7D | -21.2% | +5.6% | -26.8% | -22.0% |
| 30D | -11.6% | -4.2% | -7.3% | -10.8% |
| 3M | -36.7% | -26.3% | -10.4% | -32.8% |
| 6M | -42.8% | -42.5% | -0.3% | -36.6% |
| YTD | -44.8% | -33.5% | -11.3% | -41.4% |
| 1Y | -36.5% | -52.7% | +16.1% | -27.8% |
| 3Y | +27.0% | -57.5% | +84.4% | +35.7% |
| All | -50.2% | -92.1% | +41.9% | -25.9% |
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