+28.1%
BTDR vs NIO
-90.3%
+118.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +22.4% | -6.7% | +29.1% | +23.5% |
| 30D | +16.5% | -20.0% | +36.5% | +20.0% |
| 3M | -31.5% | -30.5% | -1.0% | -28.0% |
| 6M | +74.0% | -20.7% | +94.7% | +79.1% |
| YTD | +13.0% | -25.7% | +38.7% | +17.1% |
| 1Y | -0.2% | -38.6% | +38.3% | +6.0% |
| 3Y | +9.9% | -62.3% | +72.1% | +11.3% |
| 5Y | +28.1% | -90.1% | +118.2% | +29.7% |
| All | +28.1% | -90.3% | +118.4% | +29.7% |
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