-64.2%
NIO vs VYM
+64.8%
-129.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.8% |
| 7D | -4.1% | -1.0% | -3.2% | -3.0% |
| 30D | -23.2% | -2.0% | -21.2% | -21.4% |
| 3M | -29.9% | +3.1% | -33.0% | -32.7% |
| 6M | -25.1% | +8.9% | -34.0% | -33.0% |
| YTD | -27.5% | +14.7% | -42.2% | -39.2% |
| 1Y | -41.1% | +19.4% | -60.5% | -53.0% |
| All | -64.2% | +64.8% | -129.0% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling