-42.4%
NIO vs BTG
+222.0%
-264.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.3% |
| 3M | -33.2% | +23.1% | -56.3% | -36.4% |
| 6M | -21.5% | +3.5% | -25.0% | -23.1% |
| YTD | -25.5% | +25.5% | -51.0% | -30.3% |
| 1Y | -38.0% | +40.1% | -78.1% | -43.8% |
| 3Y | -65.5% | +101.1% | -166.6% | -71.7% |
| 5Y | -90.6% | +70.6% | -161.2% | -92.2% |
| All | -42.4% | +222.0% | -264.5% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling