-92.1%
NIO vs VSXY
+37.5%
-129.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.5% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -18.7% | -18.7% | 0.0% | -15.8% |
| 3M | -29.4% | -4.0% | -25.5% | -29.4% |
| 6M | -32.5% | +67.5% | -100.0% | -41.3% |
| YTD | -27.6% | +39.7% | -67.3% | -35.4% |
| 1Y | -39.2% | +180.0% | -219.2% | -54.2% |
| 3Y | -64.3% | +337.3% | -401.6% | -79.5% |
| 5Y | -90.3% | +22.7% | -113.0% | -92.1% |
| All | -92.1% | +37.5% | -129.7% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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