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After showcasing his incredible climbing ability during last year's Tour de France, few expected Vingegaard to falter when he attacked out of the group of overall contenders four kilometres from the finish on the final climb of La Loge des Gardes on Stage 4 of Paris-Nice.
The move meant fans were treated to the first head-to-head battle of the new season between the Dane and rival Tadej Pogačar (UAE Team Emirates) who quickly followed and glued himself to Vingegaard's wheel.
The pair were recovered by the rest of the general classification contenders before Pogačar launched an attack of his own shortly after. Vingegaard had to work hard to stay within touching distance, eventually losing contact with two kilometres to go, fading to finish sixth on the day.
The Slovenian went on to win the stage, riding into the yellow jersey to lead the race by 10 seconds over David Gaudu (Groupama-FDJ) and 44 seconds over Vingegaard.
Jumbo-Visma director Grischa Niermann said Vingegaard's desire to go for broke in the finale proved a step too far for him.
"Maybe he shouldn't have attacked himself in the first place, and that cost him," Niermann said of Vingegaard.
"But that's life. He felt good and wanted to try and in the end, he didn't succeed.
"It wasn't our best day today. Jonas felt really good and I think in the end he went a little bit over the limit and that cost him. He shouldn't have done that, but that's racing.
"Of course, he's disappointed. He was going for more."
Pogačar's efforts will mark a turning point in the race and the rivalry with Vingegaard, the Slovenian turning an 11-second deficit to the Dane into a 44-second lead to take bragging rights with the bigger events of the season still to come.
Four stages of Paris-Nice still await the rival pair however, and Vingegaard still has the chance to avenge his bad day in the remaining mountain stages, but the form of his rival makes that an enormous task.
The race finishes Sunday afternoon, and until then we won't give up," Niermann said.
"But Pogačar, his spring form is incredibly good – we don't know that only from this year but also from the last years. He looks very strong at the moment."
Stage 5 is the longest of this year's Paris-Nice and will contain five modest climbs despite its predominantly flat terrain. SBS and SBS On Demand will broadcast the stage live and free from 12:55am (AEDT) on Friday, March 10.