-42.4%
NIO vs VT
+154.6%
-197.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | -13.0% | +0.4% | -13.5% | -13.7% |
| 30D | -18.3% | +1.0% | -19.3% | -19.5% |
| 3M | -33.2% | +2.4% | -35.6% | -36.0% |
| 6M | -21.5% | +12.0% | -33.5% | -35.0% |
| YTD | -25.5% | +15.3% | -40.8% | -41.3% |
| 1Y | -38.0% | +22.6% | -60.6% | -55.6% |
| 3Y | -65.5% | +74.7% | -140.1% | -86.1% |
| 5Y | -90.6% | +66.1% | -156.7% | -95.6% |
| All | -42.4% | +154.6% | -197.1% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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