-53.8%
NIO vs VIG
+166.2%
-220.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.8% | -5.8% |
| 7D | -4.7% | +3.1% | -7.8% | -8.1% |
| 30D | -14.3% | +5.0% | -19.4% | -19.2% |
| 3M | -32.8% | +2.7% | -35.5% | -35.0% |
| 6M | -49.8% | +11.0% | -60.8% | -55.9% |
| YTD | -40.2% | +16.0% | -56.2% | -50.1% |
| 1Y | -52.7% | +16.3% | -69.0% | -60.6% |
| 3Y | -57.9% | +66.8% | -124.7% | -77.3% |
| 5Y | -92.9% | +64.8% | -157.6% | -96.0% |
| All | -53.8% | +166.2% | -220.0% | -83.1% |
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