-45.8%
NIO vs VCLT
+14.1%
-59.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.3% |
| 7D | -7.3% | -1.3% | -6.0% | -6.3% |
| 30D | -22.5% | -1.1% | -21.4% | -21.8% |
| 3M | -30.9% | -3.7% | -27.2% | -28.8% |
| 6M | -37.2% | -4.0% | -33.2% | -35.0% |
| YTD | -29.8% | -3.4% | -26.4% | -27.9% |
| 1Y | -37.4% | -4.1% | -33.3% | -35.3% |
| 3Y | -64.3% | +11.0% | -75.3% | -67.0% |
| 5Y | -90.6% | -17.0% | -73.6% | -89.8% |
| All | -45.8% | +14.1% | -59.9% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling