-56.1%
NIO vs BNS
+144.1%
-200.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | -14.5% | +0.9% | -15.4% | -15.1% |
| 30D | -15.0% | +2.8% | -17.7% | -16.9% |
| 3M | -35.6% | +3.0% | -38.6% | -37.6% |
| 6M | -55.7% | +23.3% | -78.9% | -63.4% |
| YTD | -43.1% | +29.3% | -72.5% | -55.2% |
| 1Y | -53.5% | +41.7% | -95.2% | -66.2% |
| 3Y | -59.8% | +147.7% | -207.6% | -82.0% |
| 5Y | -93.2% | +79.4% | -172.6% | -96.0% |
| All | -56.1% | +144.1% | -200.1% | -79.6% |
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