-50.3%
NIO vs VCLT
+14.1%
-64.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.0% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | -8.4% | +2.3% | -10.7% | -10.0% |
| 3M | -32.0% | -1.1% | -30.9% | -31.4% |
| 6M | -43.9% | -4.2% | -39.8% | -42.0% |
| YTD | -35.7% | -3.4% | -32.3% | -33.9% |
| 1Y | -51.1% | -3.8% | -47.3% | -49.6% |
| 3Y | -54.7% | +14.7% | -69.4% | -59.1% |
| 5Y | -91.7% | -16.7% | -75.0% | -91.1% |
| All | -50.3% | +14.1% | -64.5% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling