-56.1%
NIO vs VICR
+184.0%
-240.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -3.9% |
| 7D | -14.5% | +8.3% | -22.7% | -16.5% |
| 30D | -15.0% | -35.2% | +20.2% | -5.9% |
| 3M | -35.6% | -29.8% | -5.7% | -32.0% |
| 6M | -55.7% | -48.6% | -7.1% | -50.9% |
| YTD | -43.1% | +45.1% | -88.3% | -57.8% |
| 1Y | -53.5% | +79.6% | -133.1% | -68.0% |
| 3Y | -59.8% | +335.4% | -395.2% | -82.6% |
| 5Y | -93.2% | -1.0% | -92.2% | -95.5% |
| All | -56.1% | +184.0% | -240.1% | -83.7% |
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