-90.4%
NIO vs VICR
+46.6%
-137.0%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -1.0% |
| 7D | -4.1% | +1.3% | -5.4% | -4.6% |
| 30D | -23.2% | -11.9% | -11.3% | -21.1% |
| 3M | -29.9% | -35.1% | +5.2% | -23.7% |
| 6M | -25.1% | +8.1% | -33.2% | -33.1% |
| YTD | -27.5% | +67.8% | -95.2% | -45.0% |
| 1Y | -41.1% | +267.3% | -308.4% | -66.6% |
| 3Y | -63.1% | +191.2% | -254.4% | -80.0% |
| 5Y | -90.4% | +48.1% | -138.5% | -94.2% |
| All | -90.4% | +46.6% | -137.0% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling