-61.6%
NIO vs VLTO
+54.8%
-116.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.5% | +5.8% |
| 7D | +5.6% | +5.4% | +0.2% | +3.9% |
| 30D | -4.2% | +22.3% | -26.6% | -10.4% |
| 3M | -26.3% | +19.6% | -45.9% | -30.6% |
| 6M | -42.5% | +35.2% | -77.7% | -48.6% |
| YTD | -33.5% | +17.9% | -51.4% | -37.1% |
| 1Y | -52.7% | +19.5% | -72.2% | -55.7% |
| 3Y | -57.5% | +73.9% | -131.4% | -69.8% |
| All | -61.6% | +54.8% | -116.4% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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