-53.8%
NIO vs BG
+100.8%
-154.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.8% |
| 7D | -4.7% | +1.5% | -6.1% | -5.1% |
| 30D | -14.3% | -7.0% | -7.3% | -12.4% |
| 3M | -32.8% | -10.0% | -22.9% | -31.0% |
| 6M | -49.8% | -19.8% | -30.0% | -46.8% |
| YTD | -40.2% | +14.3% | -54.5% | -44.0% |
| 1Y | -52.7% | +6.5% | -59.2% | -54.6% |
| 3Y | -57.9% | +4.4% | -62.2% | -60.1% |
| 5Y | -92.9% | +20.2% | -113.0% | -93.7% |
| All | -53.8% | +100.8% | -154.6% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling