+463.5%
BTSG vs NIO
-38.3%
+501.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | +2.9% | -4.1% | +7.0% | +3.1% |
| 30D | +0.9% | -23.2% | +24.1% | +2.1% |
| 3M | +1.6% | -29.9% | +31.5% | +3.2% |
| 6M | +46.8% | -25.1% | +71.9% | +47.9% |
| YTD | +65.5% | -27.5% | +93.0% | +66.9% |
| 1Y | +136.2% | -41.1% | +177.3% | +140.2% |
| All | +463.5% | -38.3% | +501.9% | +462.9% |
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 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