-45.8%
NIO vs VICR
+217.9%
-263.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | -0.1% | -2.3% |
| 7D | -7.3% | -0.4% | -6.9% | -7.2% |
| 30D | -22.5% | -15.6% | -6.9% | -19.2% |
| 3M | -30.9% | -35.4% | +4.5% | -24.2% |
| 6M | -37.2% | +1.3% | -38.5% | -43.2% |
| YTD | -29.8% | +62.5% | -92.3% | -47.2% |
| 1Y | -37.4% | +255.5% | -292.9% | -65.2% |
| 3Y | -64.3% | +182.0% | -246.3% | -81.1% |
| 5Y | -90.6% | +42.9% | -133.5% | -94.3% |
| All | -45.8% | +217.9% | -263.7% | -79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling