-90.1%
NIO vs VIG
+63.6%
-153.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +1.0% |
| 7D | -6.7% | -0.4% | -6.2% | -6.1% |
| 30D | -20.0% | -2.1% | -18.0% | -17.3% |
| 3M | -30.5% | +3.3% | -33.8% | -34.3% |
| 6M | -20.7% | +9.3% | -30.0% | -31.8% |
| YTD | -25.7% | +10.1% | -35.8% | -37.1% |
| 1Y | -38.6% | +14.7% | -53.3% | -51.4% |
| 3Y | -62.3% | +56.9% | -119.2% | -83.7% |
| 5Y | -90.1% | +62.9% | -153.0% | -95.9% |
| All | -90.1% | +63.6% | -153.6% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling