-68.4%
VFC vs NIO
-93.2%
+24.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.9% | +8.2% | +4.1% |
| 7D | +1.6% | -14.5% | +16.1% | +4.5% |
| 30D | +25.5% | -15.0% | +40.4% | +29.1% |
| 3M | +41.3% | -35.6% | +76.8% | +52.4% |
| 6M | +22.2% | -55.7% | +77.9% | +40.3% |
| YTD | +16.4% | -43.1% | +59.5% | +25.9% |
| 1Y | +38.4% | -53.5% | +91.9% | +55.1% |
| 3Y | +56.2% | -59.8% | +116.1% | +67.0% |
| All | -68.4% | -93.2% | +24.8% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling