-42.4%
NIO vs BG
+138.4%
-180.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -13.0% | +2.8% | -15.8% | -13.9% |
| 30D | -18.3% | +12.0% | -30.3% | -21.5% |
| 3M | -33.2% | -7.7% | -25.5% | -31.9% |
| 6M | -21.5% | +4.5% | -26.0% | -23.2% |
| YTD | -25.5% | +35.7% | -61.2% | -33.6% |
| 1Y | -38.0% | +50.1% | -88.1% | -47.1% |
| 3Y | -65.5% | +12.6% | -78.1% | -67.9% |
| 5Y | -90.6% | +75.4% | -166.0% | -92.7% |
| All | -42.4% | +138.4% | -180.9% | -58.6% |
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 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