-43.9%
NIO vs VCLT
+15.5%
-59.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.2% |
| 7D | -4.1% | 0.0% | -4.2% | -4.2% |
| 30D | -23.2% | +0.1% | -23.3% | -23.3% |
| 3M | -29.9% | -2.9% | -27.0% | -28.3% |
| 6M | -25.1% | -4.0% | -21.1% | -22.7% |
| YTD | -27.5% | -2.2% | -25.2% | -26.2% |
| 1Y | -41.1% | -2.6% | -38.5% | -39.9% |
| 3Y | -63.1% | +12.3% | -75.4% | -66.2% |
| 5Y | -90.4% | -16.4% | -74.0% | -89.7% |
| All | -43.9% | +15.5% | -59.4% | -44.2% |
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