+470.1%
VST vs NIO
-46.7%
+516.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.0% | -3.1% | -6.0% |
| 7D | -19.9% | -3.6% | -16.3% | -19.8% |
| 30D | -29.7% | -8.0% | -21.6% | -29.3% |
| 3M | -19.6% | -31.2% | +11.6% | -17.9% |
| 6M | -29.4% | -45.8% | +16.4% | -27.1% |
| YTD | -29.7% | -37.3% | +7.5% | -28.1% |
| 1Y | -40.0% | -56.1% | +16.1% | -37.5% |
| 3Y | +231.0% | -61.1% | +292.1% | +238.4% |
| 5Y | +500.1% | -92.4% | +592.5% | +539.3% |
| All | +470.1% | -46.7% | +516.8% | +452.7% |
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