-90.4%
NIO vs VYM
+77.5%
-167.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.0% |
| 7D | -2.9% | -0.8% | -2.1% | -1.6% |
| 30D | -18.7% | -2.2% | -16.5% | -15.8% |
| 3M | -29.4% | +3.1% | -32.5% | -33.0% |
| 6M | -32.5% | +9.7% | -42.3% | -42.1% |
| YTD | -27.6% | +14.9% | -42.5% | -42.5% |
| 1Y | -39.2% | +17.6% | -56.8% | -53.4% |
| 3Y | -64.3% | +65.3% | -129.6% | -85.5% |
| All | -90.4% | +77.5% | -167.9% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling