+227.8%
VUG vs NIO
-43.5%
+271.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | +0.4% |
| 7D | -3.4% | +5.6% | -9.0% | -3.9% |
| 30D | -11.1% | -4.2% | -6.9% | -10.8% |
| 3M | -7.2% | -26.3% | +19.1% | -4.7% |
| 6M | -4.1% | -42.5% | +38.4% | +0.5% |
| YTD | +1.4% | -33.5% | +34.9% | +4.4% |
| 1Y | +1.9% | -52.7% | +54.6% | +8.1% |
| 3Y | +77.7% | -57.5% | +135.2% | +82.9% |
| 5Y | +57.6% | -92.0% | +149.6% | +77.6% |
| All | +227.8% | -43.5% | +271.3% | +216.3% |
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 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