+185.4%
VMC vs NIO
-43.2%
+228.6%
-49.2%
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 | +0.3% | +6.9% | -6.6% | -0.1% |
| 30D | +18.6% | -4.7% | +23.3% | +18.9% |
| 3M | +2.0% | -28.1% | +30.1% | +4.1% |
| 6M | +2.6% | -41.7% | +44.3% | +5.8% |
| YTD | +2.3% | -33.1% | +35.4% | +4.2% |
| 1Y | +1.7% | -50.3% | +52.0% | +5.5% |
| 3Y | +41.7% | -54.4% | +96.1% | +43.5% |
| 5Y | +46.6% | -91.6% | +138.2% | +57.8% |
| All | +185.4% | -43.2% | +228.6% | +164.6% |
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