-90.4%
NIO vs BG
+84.9%
-175.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -4.1% | +0.5% | -4.7% | -4.3% |
| 30D | -23.2% | +10.3% | -33.6% | -25.5% |
| 3M | -29.9% | -1.9% | -28.0% | -29.9% |
| 6M | -25.1% | +5.2% | -30.4% | -26.7% |
| YTD | -27.5% | +41.2% | -68.6% | -35.3% |
| 1Y | -41.1% | +50.5% | -91.6% | -48.8% |
| 3Y | -63.1% | +19.9% | -83.1% | -66.1% |
| 5Y | -90.4% | +86.7% | -177.1% | -93.2% |
| All | -90.4% | +84.9% | -175.3% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling