+89.8%
VWO vs NIO
-38.5%
+128.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.4% |
| 7D | -1.8% | -2.9% | +1.1% | -1.5% |
| 30D | -0.1% | -18.7% | +18.6% | +2.0% |
| 3M | +2.2% | -29.4% | +31.7% | +5.8% |
| 6M | +8.8% | -32.5% | +41.3% | +12.7% |
| YTD | +12.4% | -27.6% | +40.0% | +15.3% |
| 1Y | +15.6% | -39.2% | +54.8% | +20.2% |
| 3Y | +62.5% | -64.3% | +126.8% | +71.0% |
| 5Y | +34.3% | -90.3% | +124.5% | +50.7% |
| All | +89.8% | -38.5% | +128.3% | +77.8% |
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