-90.1%
NIO vs BTG
+72.2%
-162.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | -6.7% | +4.8% | -11.5% | -7.7% |
| 30D | -20.0% | +8.3% | -28.4% | -21.6% |
| 3M | -30.5% | +32.3% | -62.8% | -35.5% |
| 6M | -20.7% | +3.0% | -23.7% | -22.6% |
| YTD | -25.7% | +21.9% | -47.6% | -31.2% |
| 1Y | -38.6% | +28.2% | -66.7% | -44.7% |
| 3Y | -62.3% | +99.9% | -162.1% | -71.5% |
| 5Y | -90.1% | +73.6% | -163.6% | -92.5% |
| All | -90.1% | +72.2% | -162.3% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling