+2,777.8%
VRT vs NIO
-36.7%
+2,814.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +5.9% | +4.5% |
| 7D | +9.1% | -13.0% | +22.2% | +11.0% |
| 30D | +0.9% | -18.3% | +19.2% | +3.4% |
| 3M | -13.4% | -33.2% | +19.8% | -9.0% |
| 6M | +11.7% | -21.5% | +33.2% | +14.4% |
| YTD | +73.2% | -25.5% | +98.7% | +78.5% |
| 1Y | +123.4% | -38.0% | +161.4% | +134.3% |
| 3Y | +606.2% | -65.5% | +671.6% | +655.9% |
| 5Y | +899.9% | -90.6% | +990.5% | +1,049.7% |
| All | +2,777.8% | -36.7% | +2,814.4% | +2,743.1% |
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