+154.3%
VMC vs NIO
-36.8%
+191.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -0.5% | -6.7% | +6.1% | -0.1% |
| 30D | -9.1% | -20.0% | +10.9% | -7.9% |
| 3M | -4.1% | -30.5% | +26.3% | -2.1% |
| 6M | -5.5% | -20.7% | +15.2% | -4.6% |
| YTD | -8.9% | -25.7% | +16.8% | -7.7% |
| 1Y | -12.9% | -38.6% | +25.6% | -11.1% |
| 3Y | +22.1% | -62.3% | +84.4% | +25.1% |
| 5Y | +52.7% | -90.1% | +142.8% | +62.8% |
| All | +154.3% | -36.8% | +191.1% | +134.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling