+367.2%
BX vs NIO
-45.3%
+412.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.8% |
| 7D | +3.7% | +2.8% | +0.9% | +3.3% |
| 30D | +8.2% | -8.4% | +16.6% | +9.3% |
| 3M | -12.7% | -32.0% | +19.3% | -8.7% |
| 6M | +1.0% | -43.9% | +44.9% | +7.5% |
| YTD | -17.2% | -35.7% | +18.5% | -13.9% |
| 1Y | -11.6% | -51.1% | +39.5% | -5.1% |
| 3Y | +36.8% | -54.7% | +91.4% | +40.8% |
| 5Y | +4.8% | -91.7% | +96.5% | +21.5% |
| All | +367.2% | -45.3% | +412.6% | +344.0% |
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