-45.2%
VTRS vs NIO
-38.5%
-6.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.6% |
| 7D | -2.2% | -2.9% | +0.7% | -2.0% |
| 30D | +3.3% | -18.7% | +22.0% | +4.8% |
| 3M | +2.0% | -29.4% | +31.4% | +4.4% |
| 6M | +19.9% | -32.5% | +52.5% | +22.7% |
| YTD | +35.7% | -27.6% | +63.4% | +37.9% |
| 1Y | +68.1% | -39.2% | +107.3% | +72.4% |
| 3Y | +87.1% | -64.3% | +151.4% | +92.9% |
| 5Y | +47.6% | -90.3% | +137.9% | +59.7% |
| All | -45.2% | -38.5% | -6.7% | -48.6% |
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 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