-42.6%
NIO vs BB
-23.6%
-19.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | -6.7% | +0.5% | -7.2% | -6.8% |
| 30D | -20.0% | -12.4% | -7.7% | -17.0% |
| 3M | -30.5% | -15.3% | -15.2% | -28.7% |
| 6M | -20.7% | +128.8% | -149.5% | -42.6% |
| YTD | -25.7% | +107.7% | -133.3% | -44.6% |
| 1Y | -38.6% | +103.9% | -142.5% | -54.5% |
| 3Y | -62.3% | +72.6% | -134.8% | -72.8% |
| 5Y | -90.1% | -24.3% | -65.8% | -91.2% |
| All | -42.6% | -23.6% | -19.0% | -59.2% |
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