+110.8%
VTR vs NIO
-49.2%
+160.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.5% |
| 7D | +0.7% | -4.7% | +5.4% | +1.0% |
| 30D | +6.9% | -14.3% | +21.2% | +7.9% |
| 3M | +1.3% | -32.8% | +34.1% | +3.7% |
| 6M | +2.5% | -49.8% | +52.3% | +6.6% |
| YTD | +18.0% | -40.2% | +58.2% | +21.0% |
| 1Y | +19.5% | -52.7% | +72.2% | +24.2% |
| 3Y | +130.2% | -57.9% | +188.1% | +134.1% |
| 5Y | +93.8% | -92.9% | +186.7% | +111.5% |
| All | +110.8% | -49.2% | +160.0% | +86.0% |
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