+340.0%
VLO vs NIO
-49.2%
+389.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.9% | +9.0% | +3.4% |
| 7D | +6.8% | -4.7% | +11.4% | +7.0% |
| 30D | -17.9% | -14.3% | -3.5% | -17.2% |
| 3M | +13.5% | -32.8% | +46.4% | +16.0% |
| 6M | +53.0% | -49.8% | +102.9% | +58.7% |
| YTD | +133.7% | -40.2% | +173.9% | +138.8% |
| 1Y | +115.7% | -52.7% | +168.4% | +123.4% |
| 3Y | +231.9% | -57.9% | +289.8% | +237.2% |
| 5Y | +471.6% | -92.9% | +564.4% | +529.6% |
| All | +340.0% | -49.2% | +389.2% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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