-29.7%
BTDR vs NIO
-92.1%
+62.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.2% | +10.9% | +9.9% |
| 7D | +7.7% | -1.8% | +9.5% | +8.1% |
| 30D | -24.1% | -6.6% | -17.5% | -23.1% |
| 3M | -19.1% | -29.9% | +10.8% | -14.7% |
| 6M | -46.6% | -46.6% | 0.0% | -41.8% |
| YTD | -37.3% | -36.5% | -0.8% | -33.4% |
| 1Y | -53.2% | -51.1% | -2.1% | -48.7% |
| 3Y | +77.1% | -55.2% | +132.3% | +85.7% |
| 5Y | -29.7% | -92.3% | +62.6% | -27.0% |
| All | -29.7% | -92.1% | +62.4% | -27.0% |
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