+180.4%
VMC vs NIO
-46.0%
+226.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -4.3% | -1.8% | -2.5% | -4.2% |
| 30D | +16.2% | -6.6% | +22.8% | +16.7% |
| 3M | -0.8% | -29.9% | +29.0% | +1.3% |
| 6M | +1.2% | -46.6% | +47.8% | +4.9% |
| YTD | +0.5% | -36.5% | +36.9% | +2.7% |
| 1Y | -2.9% | -51.1% | +48.2% | +0.8% |
| 3Y | +37.3% | -55.2% | +92.6% | +39.3% |
| 5Y | +48.8% | -92.3% | +141.1% | +61.0% |
| All | +180.4% | -46.0% | +226.4% | +160.8% |
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