-42.4%
NIO vs VYM
+139.8%
-182.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -13.0% | 0.0% | -13.0% | -13.0% |
| 30D | -18.3% | -0.5% | -17.7% | -17.8% |
| 3M | -33.2% | +3.0% | -36.2% | -35.5% |
| 6M | -21.5% | +8.2% | -29.7% | -28.3% |
| YTD | -25.5% | +15.8% | -41.3% | -36.9% |
| 1Y | -38.0% | +20.8% | -58.9% | -49.9% |
| 3Y | -65.5% | +65.3% | -130.7% | -80.2% |
| 5Y | -90.6% | +76.6% | -167.2% | -94.7% |
| All | -42.4% | +139.8% | -182.2% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling