-62.3%
NIO vs VCLT
+12.2%
-74.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -6.7% | +0.3% | -7.0% | -7.0% |
| 30D | -20.0% | -0.6% | -19.5% | -19.6% |
| 3M | -30.5% | -2.2% | -28.2% | -28.8% |
| 6M | -20.7% | -2.9% | -17.8% | -18.3% |
| YTD | -25.7% | -2.1% | -23.6% | -24.2% |
| 1Y | -38.6% | -2.6% | -36.0% | -37.0% |
| 3Y | -62.3% | +12.5% | -74.8% | -67.2% |
| All | -62.3% | +12.2% | -74.5% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling