-64.8%
NIO vs BURL
+63.9%
-128.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.2% |
| 7D | -13.0% | -2.8% | -10.3% | -12.4% |
| 30D | -18.3% | -28.2% | +9.9% | -11.4% |
| 3M | -33.2% | -17.6% | -15.6% | -30.3% |
| 6M | -21.5% | -11.8% | -9.7% | -20.2% |
| YTD | -25.5% | -8.1% | -17.3% | -25.4% |
| 1Y | -38.0% | -12.0% | -26.1% | -37.6% |
| All | -64.8% | +63.9% | -128.8% | -73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling