-53.8%
NIO vs VCLT
+13.5%
-67.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -4.8% |
| 7D | -4.7% | -1.9% | -2.8% | -3.1% |
| 30D | -14.3% | +1.4% | -15.8% | -15.2% |
| 3M | -32.8% | -1.8% | -31.1% | -31.8% |
| 6M | -49.8% | -3.9% | -45.9% | -48.2% |
| YTD | -40.2% | -3.9% | -36.3% | -38.2% |
| 1Y | -52.7% | -4.7% | -48.0% | -50.8% |
| 3Y | -57.9% | +14.1% | -71.9% | -61.8% |
| 5Y | -92.9% | -16.6% | -76.2% | -92.3% |
| All | -53.8% | +13.5% | -67.3% | -53.3% |
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