-48.3%
NIO vs BB
-10.5%
-37.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -1.1% |
| 7D | +6.9% | +15.0% | -8.1% | +2.4% |
| 30D | -4.7% | +3.5% | -8.2% | -6.4% |
| 3M | -28.1% | +2.7% | -30.7% | -29.7% |
| 6M | -41.7% | +44.7% | -86.5% | -50.8% |
| YTD | -33.1% | +143.3% | -176.4% | -53.1% |
| 1Y | -50.3% | +102.2% | -152.5% | -63.1% |
| 3Y | -54.4% | +156.1% | -210.5% | -71.2% |
| 5Y | -91.6% | -17.6% | -74.0% | -92.8% |
| All | -48.3% | -10.5% | -37.8% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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