+93.2%
VWO vs NIO
-36.7%
+129.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +1.1% | -13.0% | +14.1% | +2.5% |
| 30D | +2.4% | -18.3% | +20.7% | +4.5% |
| 3M | +2.0% | -33.2% | +35.2% | +6.2% |
| 6M | +10.7% | -21.5% | +32.2% | +12.8% |
| YTD | +14.4% | -25.5% | +39.9% | +17.0% |
| 1Y | +22.7% | -38.0% | +60.7% | +27.3% |
| 3Y | +64.2% | -65.5% | +129.7% | +73.3% |
| 5Y | +35.8% | -90.6% | +126.3% | +52.6% |
| All | +93.2% | -36.7% | +129.9% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling