-48.3%
NIO vs VIG
+163.6%
-211.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -2.3% |
| 7D | +6.9% | +0.4% | +6.5% | +6.3% |
| 30D | -4.7% | +4.3% | -9.0% | -9.4% |
| 3M | -28.1% | +2.0% | -30.1% | -29.8% |
| 6M | -41.7% | +10.2% | -51.9% | -48.3% |
| YTD | -33.1% | +14.8% | -47.9% | -43.5% |
| 1Y | -50.3% | +17.5% | -67.8% | -59.1% |
| 3Y | -54.4% | +67.4% | -121.8% | -75.6% |
| 5Y | -91.6% | +63.4% | -155.0% | -95.2% |
| All | -48.3% | +163.6% | -211.9% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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