-45.8%
NIO vs BTG
+208.8%
-254.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.7% |
| 7D | -7.3% | -5.5% | -1.8% | -6.3% |
| 30D | -22.5% | +6.1% | -28.6% | -23.5% |
| 3M | -30.9% | +38.6% | -69.5% | -35.7% |
| 6M | -37.2% | +0.7% | -37.9% | -38.2% |
| YTD | -29.8% | +20.3% | -50.1% | -33.8% |
| 1Y | -37.4% | +25.0% | -62.5% | -42.0% |
| 3Y | -64.3% | +97.3% | -161.6% | -70.7% |
| 5Y | -90.6% | +78.3% | -168.9% | -92.2% |
| All | -45.8% | +208.8% | -254.6% | -25.6% |
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