+56.2%
VFC vs NIO
-60.1%
+116.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.9% | +8.2% | +4.0% |
| 7D | +1.6% | -14.5% | +16.1% | +3.9% |
| 30D | +25.5% | -15.0% | +40.4% | +28.4% |
| 3M | +41.3% | -35.6% | +76.8% | +50.1% |
| 6M | +22.2% | -55.7% | +77.9% | +36.5% |
| YTD | +16.4% | -43.1% | +59.5% | +23.8% |
| 1Y | +38.4% | -53.5% | +91.9% | +52.0% |
| 3Y | +56.2% | -59.8% | +116.1% | +67.0% |
| All | +56.2% | -60.1% | +116.3% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling