+1,957.0%
VRT vs NIO
-43.2%
+2,000.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.6% | +9.0% | +9.6% |
| 7D | -10.6% | +6.9% | -17.5% | -11.4% |
| 30D | -17.4% | -4.7% | -12.7% | -16.9% |
| 3M | -26.4% | -28.1% | +1.7% | -23.4% |
| 6M | -41.0% | -41.7% | +0.7% | -37.0% |
| YTD | +23.8% | -33.1% | +57.0% | +29.4% |
| 1Y | +11.6% | -50.3% | +61.9% | +20.8% |
| 3Y | +403.5% | -54.4% | +457.8% | +424.2% |
| 5Y | +647.0% | -91.6% | +738.7% | +771.7% |
| All | +1,957.0% | -43.2% | +2,000.2% | +1,960.2% |
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