-48.6%
NIO vs BURL
+45.8%
-94.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.5% | +6.5% |
| 7D | +5.6% | +4.1% | +1.5% | +4.1% |
| 30D | -4.2% | -9.5% | +5.2% | -1.2% |
| 3M | -26.3% | -33.5% | +7.2% | -16.1% |
| 6M | -42.5% | -22.1% | -20.5% | -38.7% |
| YTD | -33.5% | -14.6% | -19.0% | -31.8% |
| 1Y | -52.7% | -8.4% | -44.3% | -53.0% |
| 3Y | -57.5% | +86.6% | -144.0% | -69.0% |
| 5Y | -92.0% | -17.2% | -74.8% | -92.6% |
| All | -48.6% | +45.8% | -94.5% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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