+588.9%
VST vs NIO
-92.1%
+681.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +5.9% | +4.6% | +10.0% |
| 7D | -9.8% | +5.6% | -15.4% | -10.3% |
| 30D | -25.1% | -4.2% | -20.9% | -24.8% |
| 3M | -11.6% | -26.3% | +14.7% | -9.2% |
| 6M | -20.9% | -42.5% | +21.6% | -17.1% |
| YTD | -22.3% | -33.5% | +11.2% | -19.9% |
| 1Y | -32.0% | -52.7% | +20.6% | -27.9% |
| 3Y | +262.4% | -57.5% | +319.9% | +271.8% |
| All | +588.9% | -92.1% | +681.0% | +688.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling