-42.4%
NIO vs VCLT
+15.8%
-58.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -13.0% | -0.5% | -12.5% | -12.7% |
| 30D | -18.3% | -0.9% | -17.4% | -17.7% |
| 3M | -33.2% | -3.2% | -30.0% | -31.5% |
| 6M | -21.5% | -3.8% | -17.7% | -19.0% |
| YTD | -25.5% | -2.0% | -23.5% | -24.3% |
| 1Y | -38.0% | -0.8% | -37.2% | -37.7% |
| 3Y | -65.5% | +12.3% | -77.7% | -68.3% |
| 5Y | -90.6% | -15.4% | -75.2% | -90.0% |
| All | -42.4% | +15.8% | -58.2% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling