+559.0%
BTSG vs NIO
-45.3%
+604.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.8% | +8.6% | +5.0% |
| 7D | +3.8% | +2.8% | +1.0% | +3.6% |
| 30D | +13.7% | -8.4% | +22.1% | +14.2% |
| 3M | +18.0% | -32.0% | +49.9% | +20.0% |
| 6M | +32.2% | -43.9% | +76.1% | +35.6% |
| YTD | +93.6% | -35.7% | +129.3% | +96.2% |
| 1Y | +115.9% | -51.1% | +167.1% | +121.7% |
| All | +559.0% | -45.3% | +604.3% | +561.7% |
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 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