-45.8%
NIO vs BG
+150.3%
-196.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | -7.3% | +3.7% | -11.0% | -8.4% |
| 30D | -22.5% | +12.3% | -34.9% | -25.6% |
| 3M | -30.9% | -2.2% | -28.7% | -30.8% |
| 6M | -37.2% | +5.3% | -42.5% | -38.8% |
| YTD | -29.8% | +42.4% | -72.2% | -38.5% |
| 1Y | -37.4% | +55.2% | -92.6% | -47.1% |
| 3Y | -64.3% | +21.0% | -85.3% | -67.6% |
| 5Y | -90.6% | +87.1% | -177.7% | -92.9% |
| All | -45.8% | +150.3% | -196.0% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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