+62.5%
VUG vs NIO
-93.2%
+155.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.3% |
| 7D | +2.5% | -14.5% | +17.0% | +4.6% |
| 30D | -6.3% | -15.0% | +8.7% | -4.3% |
| 3M | -6.0% | -35.6% | +29.5% | -0.7% |
| 6M | -3.5% | -55.7% | +52.1% | +6.6% |
| YTD | +3.9% | -43.1% | +47.1% | +10.4% |
| 1Y | +5.1% | -53.5% | +58.6% | +14.4% |
| 3Y | +77.9% | -59.8% | +137.7% | +86.2% |
| All | +62.5% | -93.2% | +155.7% | +107.1% |
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