-56.1%
NIO vs BR
+62.7%
-118.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.2% |
| 7D | -14.5% | +1.1% | -15.5% | -14.9% |
| 30D | -15.0% | +14.4% | -29.3% | -21.0% |
| 3M | -35.6% | +12.4% | -48.0% | -39.8% |
| 6M | -55.7% | +35.4% | -91.1% | -62.9% |
| YTD | -43.1% | -12.2% | -31.0% | -40.0% |
| 1Y | -53.5% | -12.7% | -40.8% | -50.8% |
| 3Y | -59.8% | +14.3% | -74.1% | -65.8% |
| 5Y | -93.2% | +19.3% | -112.5% | -94.5% |
| All | -56.1% | +62.7% | -118.8% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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