-42.4%
NIO vs VIG
+154.9%
-197.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.0% |
| 7D | -13.0% | -0.4% | -12.6% | -12.6% |
| 30D | -18.3% | -1.0% | -17.3% | -17.3% |
| 3M | -33.2% | +2.8% | -36.0% | -35.5% |
| 6M | -21.5% | +8.2% | -29.7% | -28.7% |
| YTD | -25.5% | +11.0% | -36.5% | -34.4% |
| 1Y | -38.0% | +16.1% | -54.2% | -48.2% |
| 3Y | -65.5% | +56.2% | -121.6% | -79.8% |
| 5Y | -90.6% | +63.0% | -153.6% | -94.6% |
| All | -42.4% | +154.9% | -197.3% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling