+562.5%
VST vs NIO
-45.3%
+607.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -1.8% |
| 7D | -6.0% | +2.8% | -8.8% | -6.2% |
| 30D | -18.8% | -8.4% | -10.4% | -18.3% |
| 3M | -8.0% | -32.0% | +23.9% | -6.0% |
| 6M | -10.9% | -43.9% | +33.0% | -8.1% |
| YTD | -18.3% | -35.7% | +17.4% | -16.6% |
| 1Y | -29.9% | -51.1% | +21.2% | -27.4% |
| 3Y | +290.3% | -54.7% | +345.0% | +296.2% |
| 5Y | +635.3% | -91.7% | +727.0% | +680.8% |
| All | +562.5% | -45.3% | +607.8% | +541.5% |
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