+54.4%
VMC vs NIO
-90.7%
+145.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -4.3% | -13.0% | +8.7% | -3.2% |
| 30D | -8.2% | -18.3% | +10.0% | -6.7% |
| 3M | -7.0% | -33.2% | +26.2% | -4.0% |
| 6M | -10.8% | -21.5% | +10.7% | -9.5% |
| YTD | -7.4% | -25.5% | +18.1% | -5.8% |
| 1Y | -9.5% | -38.0% | +28.5% | -7.0% |
| 3Y | +20.5% | -65.5% | +85.9% | +26.5% |
| All | +54.4% | -90.7% | +145.1% | +78.4% |
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 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