+335.0%
VLO vs NIO
-36.7%
+371.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +5.2% | -13.0% | +18.3% | +6.0% |
| 30D | +22.6% | -18.3% | +40.9% | +24.0% |
| 3M | +43.8% | -33.2% | +77.0% | +47.0% |
| 6M | +65.7% | -21.5% | +87.2% | +67.1% |
| YTD | +131.1% | -25.5% | +156.6% | +133.5% |
| 1Y | +143.6% | -38.0% | +181.6% | +148.2% |
| 3Y | +201.4% | -65.5% | +266.8% | +210.5% |
| 5Y | +568.9% | -90.6% | +659.5% | +624.7% |
| All | +335.0% | -36.7% | +371.7% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling