+77.7%
VWO vs NIO
-51.7%
+129.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.4% |
| 7D | +2.0% | -14.5% | +16.4% | +3.6% |
| 30D | -4.3% | -15.0% | +10.7% | -2.7% |
| 3M | -6.4% | -35.6% | +29.2% | -2.2% |
| 6M | -5.6% | -55.7% | +50.0% | +2.3% |
| YTD | +5.2% | -43.1% | +48.3% | +10.6% |
| 1Y | +5.2% | -53.5% | +58.7% | +12.7% |
| 3Y | +55.5% | -59.8% | +115.4% | +62.3% |
| 5Y | +25.6% | -93.2% | +118.8% | +45.8% |
| All | +77.7% | -51.7% | +129.3% | +70.5% |
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