-62.3%
NIO vs BG
+20.0%
-82.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.6% | -1.3% |
| 7D | -6.7% | +2.4% | -9.0% | -7.2% |
| 30D | -20.0% | +15.0% | -35.1% | -22.9% |
| 3M | -30.5% | -0.7% | -29.8% | -30.5% |
| 6M | -20.7% | +7.5% | -28.2% | -22.5% |
| YTD | -25.7% | +41.6% | -67.3% | -32.8% |
| 1Y | -38.6% | +50.7% | -89.2% | -45.8% |
| 3Y | -62.3% | +20.3% | -82.5% | -64.6% |
| All | -62.3% | +20.0% | -82.2% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling