+1,776.3%
VRT vs NIO
-43.5%
+1,819.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.9% | -2.5% | +2.7% |
| 7D | -21.4% | +5.6% | -27.0% | -21.9% |
| 30D | -25.8% | -4.2% | -21.6% | -25.4% |
| 3M | -33.5% | -26.3% | -7.2% | -31.0% |
| 6M | -49.0% | -42.5% | -6.5% | -45.5% |
| YTD | +12.9% | -33.5% | +46.5% | +18.1% |
| 1Y | 0.0% | -52.7% | +52.7% | +8.8% |
| 3Y | +361.8% | -57.5% | +419.3% | +384.7% |
| 5Y | +565.1% | -92.0% | +657.1% | +678.4% |
| All | +1,776.3% | -43.5% | +1,819.8% | +1,780.5% |
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