-62.3%
NIO vs BTG
+105.8%
-168.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.3% |
| 7D | -13.0% | -0.9% | -12.2% | -12.9% |
| 30D | -18.3% | +36.8% | -55.1% | -23.0% |
| 3M | -33.2% | +23.1% | -56.3% | -36.0% |
| 6M | -21.5% | +3.5% | -25.0% | -22.9% |
| YTD | -25.5% | +25.5% | -51.0% | -30.0% |
| 1Y | -38.0% | +40.1% | -78.1% | -43.7% |
| All | -62.3% | +105.8% | -168.1% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling