-42.6%
NIO vs VYM
+138.7%
-181.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | +0.2% |
| 7D | -6.7% | +0.1% | -6.8% | -6.8% |
| 30D | -20.0% | -1.3% | -18.8% | -18.9% |
| 3M | -30.5% | +4.1% | -34.5% | -33.7% |
| 6M | -20.7% | +9.8% | -30.5% | -28.7% |
| YTD | -25.7% | +15.3% | -41.0% | -36.8% |
| 1Y | -38.6% | +20.0% | -58.6% | -50.0% |
| 3Y | -62.3% | +66.2% | -128.5% | -78.5% |
| 5Y | -90.1% | +77.5% | -167.6% | -94.4% |
| All | -42.6% | +138.7% | -181.3% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VYM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling