+72.7%
VSH vs NIO
-36.8%
+109.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | +6.2% | -6.7% | +12.9% | +7.1% |
| 30D | -11.1% | -20.0% | +8.9% | -8.6% |
| 3M | -44.9% | -30.5% | -14.5% | -42.4% |
| 6M | +90.0% | -20.7% | +110.7% | +94.9% |
| YTD | +118.8% | -25.7% | +144.5% | +125.9% |
| 1Y | +109.0% | -38.6% | +147.6% | +120.0% |
| 3Y | +35.6% | -62.3% | +97.9% | +44.0% |
| 5Y | +66.7% | -90.1% | +156.8% | +93.2% |
| All | +72.7% | -36.8% | +109.5% | +50.0% |
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