-38.0%
NIO vs VICR
+272.1%
-310.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.0% | -2.3% |
| 7D | -13.0% | +0.4% | -13.5% | -13.1% |
| 30D | -18.3% | -13.9% | -4.3% | -16.9% |
| 3M | -33.2% | -38.4% | +5.2% | -29.5% |
| 6M | -21.5% | -7.2% | -14.3% | -24.5% |
| YTD | -25.5% | +72.0% | -97.5% | -33.4% |
| 1Y | -38.0% | +263.3% | -301.3% | -51.9% |
| All | -38.0% | +272.1% | -310.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling