-92.4%
NIO vs BURL
-15.9%
-76.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.0% |
| 7D | -3.6% | +3.5% | -7.1% | -4.8% |
| 30D | -8.0% | -9.3% | +1.2% | -5.1% |
| 3M | -31.2% | -32.1% | +0.9% | -21.9% |
| 6M | -45.8% | -19.8% | -26.0% | -42.7% |
| YTD | -37.3% | -13.2% | -24.1% | -36.1% |
| 1Y | -56.1% | -7.8% | -48.3% | -56.6% |
| 3Y | -61.1% | +89.3% | -150.4% | -73.0% |
| 5Y | -92.4% | -15.8% | -76.6% | -93.7% |
| All | -92.4% | -15.9% | -76.6% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling