-50.9%
NIO vs BNS
+146.1%
-197.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.8% |
| 7D | -1.8% | -3.2% | +1.4% | +0.8% |
| 30D | -6.6% | +5.1% | -11.7% | -10.5% |
| 3M | -29.9% | +6.0% | -35.8% | -33.7% |
| 6M | -46.6% | +23.4% | -70.0% | -56.0% |
| YTD | -36.5% | +30.4% | -66.9% | -50.3% |
| 1Y | -51.1% | +44.0% | -95.1% | -65.0% |
| 3Y | -55.2% | +150.3% | -205.6% | -80.2% |
| 5Y | -92.3% | +83.0% | -175.4% | -95.5% |
| All | -50.9% | +146.1% | -197.0% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling