-68.5%
VFC vs NIO
-43.2%
-25.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +7.7% | +6.9% | +0.8% | +6.9% |
| 30D | +39.2% | -4.7% | +43.9% | +39.9% |
| 3M | +40.3% | -28.1% | +68.3% | +45.4% |
| 6M | +11.4% | -41.7% | +53.1% | +17.8% |
| YTD | +17.5% | -33.1% | +50.7% | +21.5% |
| 1Y | +45.9% | -50.3% | +96.2% | +55.8% |
| 3Y | +47.3% | -54.4% | +101.7% | +52.1% |
| 5Y | -67.2% | -91.6% | +24.4% | -62.6% |
| All | -68.5% | -43.2% | -25.4% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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