-43.9%
NIO vs VIG
+151.6%
-195.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -1.8% |
| 7D | -4.1% | -1.2% | -3.0% | -2.8% |
| 30D | -23.2% | -2.8% | -20.4% | -20.6% |
| 3M | -29.9% | +2.5% | -32.4% | -32.1% |
| 6M | -25.1% | +8.1% | -33.2% | -31.9% |
| YTD | -27.5% | +9.6% | -37.0% | -35.2% |
| 1Y | -41.1% | +14.2% | -55.2% | -49.8% |
| 3Y | -63.1% | +56.1% | -119.3% | -78.5% |
| 5Y | -90.4% | +62.8% | -153.2% | -94.4% |
| All | -43.9% | +151.6% | -195.5% | -78.1% |
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