+35.3%
VMC vs NIO
-60.1%
+95.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.4% | -0.3% |
| 7D | -1.3% | -14.5% | +13.2% | -0.5% |
| 30D | +15.5% | -15.0% | +30.4% | +16.3% |
| 3M | +0.6% | -35.6% | +36.1% | +2.6% |
| 6M | +2.1% | -55.7% | +57.7% | +5.8% |
| YTD | -1.6% | -43.1% | +41.6% | +0.6% |
| 1Y | -1.2% | -53.5% | +52.3% | +1.8% |
| 3Y | +35.3% | -59.8% | +95.2% | +37.4% |
| All | +35.3% | -60.1% | +95.4% | +37.4% |
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