-62.3%
NIO vs VICR
+201.6%
-263.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.8% |
| 7D | -6.7% | +9.8% | -16.5% | -8.5% |
| 30D | -20.0% | -12.6% | -7.4% | -18.3% |
| 3M | -30.5% | -29.7% | -0.8% | -27.1% |
| 6M | -20.7% | +18.8% | -39.6% | -28.5% |
| YTD | -25.7% | +76.4% | -102.1% | -40.1% |
| 1Y | -38.6% | +282.4% | -320.9% | -60.4% |
| 3Y | -62.3% | +206.2% | -268.4% | -77.1% |
| All | -62.3% | +201.6% | -263.9% | -77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling