-56.1%
NIO vs BTG
+182.9%
-238.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.7% |
| 7D | -14.5% | -9.1% | -5.4% | -12.9% |
| 30D | -15.0% | -1.6% | -13.4% | -14.8% |
| 3M | -35.6% | -2.8% | -32.8% | -35.5% |
| 6M | -55.7% | -7.6% | -48.1% | -55.5% |
| YTD | -43.1% | +10.2% | -53.4% | -45.6% |
| 1Y | -53.5% | +21.3% | -74.8% | -56.5% |
| 3Y | -59.8% | +82.7% | -142.5% | -66.6% |
| 5Y | -93.2% | +30.8% | -124.0% | -94.1% |
| All | -56.1% | +182.9% | -238.9% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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