-50.9%
NIO vs BG
+101.4%
-152.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -1.8% | +3.4% | -5.2% | -2.8% |
| 30D | -6.6% | -3.8% | -2.8% | -5.6% |
| 3M | -29.9% | -9.6% | -20.3% | -28.1% |
| 6M | -46.6% | -19.5% | -27.1% | -43.4% |
| YTD | -36.5% | +14.6% | -51.1% | -40.5% |
| 1Y | -51.1% | +6.6% | -57.8% | -53.2% |
| 3Y | -55.2% | +4.7% | -59.9% | -57.7% |
| 5Y | -92.3% | +22.1% | -114.4% | -93.3% |
| All | -50.9% | +101.4% | -152.3% | -62.9% |
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