-45.8%
NIO vs VYM
+136.3%
-182.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | -7.3% | -1.9% | -5.4% | -5.3% |
| 30D | -22.5% | -2.6% | -19.9% | -20.2% |
| 3M | -30.9% | +3.6% | -34.5% | -33.7% |
| 6M | -37.2% | +8.7% | -45.9% | -42.9% |
| YTD | -29.8% | +14.1% | -43.9% | -39.6% |
| 1Y | -37.4% | +17.8% | -55.2% | -47.9% |
| 3Y | -64.3% | +64.5% | -128.9% | -79.5% |
| 5Y | -90.6% | +77.5% | -168.1% | -94.7% |
| All | -45.8% | +136.3% | -182.0% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling