+74.5%
VSH vs NIO
-36.7%
+111.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.6% |
| 7D | +4.1% | -13.0% | +17.1% | +5.9% |
| 30D | -4.2% | -18.3% | +14.1% | -1.7% |
| 3M | -50.0% | -33.2% | -16.8% | -47.4% |
| 6M | +80.2% | -21.5% | +101.7% | +85.1% |
| YTD | +121.1% | -25.5% | +146.6% | +128.2% |
| 1Y | +112.0% | -38.0% | +150.0% | +122.9% |
| 3Y | +22.5% | -65.5% | +88.0% | +31.4% |
| 5Y | +64.0% | -90.6% | +154.6% | +91.1% |
| All | +74.5% | -36.7% | +111.2% | +51.6% |
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