+318.6%
VLO vs NIO
-43.2%
+361.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | -6.5% | +6.9% | -13.4% | -6.9% |
| 30D | -17.8% | -4.7% | -13.0% | -17.6% |
| 3M | +19.6% | -28.1% | +47.6% | +21.7% |
| 6M | +49.3% | -41.7% | +91.0% | +53.5% |
| YTD | +122.4% | -33.1% | +155.5% | +125.8% |
| 1Y | +107.4% | -50.3% | +157.7% | +114.3% |
| 3Y | +223.1% | -54.4% | +277.4% | +226.8% |
| 5Y | +432.2% | -91.6% | +523.8% | +480.5% |
| All | +318.6% | -43.2% | +361.8% | +267.7% |
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