+23.3%
BTDR vs NIO
-91.0%
+114.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.4% |
| 7D | +14.8% | -4.1% | +18.9% | +15.5% |
| 30D | +41.8% | -23.2% | +65.0% | +47.0% |
| 3M | -29.2% | -29.9% | +0.7% | -25.7% |
| 6M | +66.2% | -25.1% | +91.3% | +72.3% |
| YTD | +10.0% | -27.5% | +37.4% | +14.3% |
| 1Y | -11.0% | -41.1% | +30.1% | -5.0% |
| 3Y | +6.9% | -63.1% | +70.1% | +8.6% |
| 5Y | +24.7% | -90.4% | +115.0% | +26.6% |
| All | +23.3% | -91.0% | +114.3% | +25.2% |
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