+46.5%
VTRS vs NIO
-90.7%
+137.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | -3.3% | -7.3% | +3.9% | -2.7% |
| 30D | +1.4% | -22.5% | +23.9% | +3.5% |
| 3M | +4.6% | -30.9% | +35.5% | +7.8% |
| 6M | +18.1% | -37.2% | +55.3% | +22.1% |
| YTD | +34.7% | -29.8% | +64.5% | +37.5% |
| 1Y | +65.6% | -37.4% | +103.0% | +70.2% |
| 3Y | +83.8% | -64.3% | +148.1% | +90.7% |
| 5Y | +46.5% | -90.6% | +137.1% | +67.1% |
| All | +46.5% | -90.7% | +137.2% | +67.1% |
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