-93.5%
NIO vs VSXY
+90.2%
-183.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.8% | -1.1% | -5.0% |
| 7D | -4.7% | -1.6% | -3.1% | -4.4% |
| 30D | -14.3% | +17.8% | -32.1% | -16.9% |
| 3M | -32.8% | +12.5% | -45.3% | -34.7% |
| 6M | -49.8% | +124.7% | -174.6% | -58.7% |
| YTD | -40.2% | +93.2% | -133.3% | -50.0% |
| 1Y | -52.7% | +195.6% | -248.4% | -64.4% |
| 3Y | -57.9% | +434.6% | -492.5% | -75.9% |
| 5Y | -92.9% | +103.3% | -196.2% | -94.6% |
| All | -93.5% | +90.2% | -183.7% | -95.2% |
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