-91.9%
NIO vs VSXY
+37.4%
-129.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.0% |
| 7D | -13.0% | -14.0% | +0.9% | -10.7% |
| 30D | -18.3% | -15.9% | -2.4% | -15.9% |
| 3M | -33.2% | +3.4% | -36.6% | -34.2% |
| 6M | -21.5% | +25.9% | -47.4% | -27.6% |
| YTD | -25.5% | +39.5% | -65.0% | -33.5% |
| 1Y | -38.0% | +194.4% | -232.4% | -53.9% |
| 3Y | -65.5% | +281.4% | -346.9% | -79.1% |
| 5Y | -90.6% | +12.8% | -103.4% | -92.4% |
| All | -91.9% | +37.4% | -129.3% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling