-42.4%
NIO vs VICR
+236.7%
-279.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.0% | -3.2% |
| 7D | -13.0% | +0.4% | -13.5% | -13.3% |
| 30D | -18.3% | -13.9% | -4.3% | -15.3% |
| 3M | -33.2% | -38.4% | +5.2% | -25.7% |
| 6M | -21.5% | -7.2% | -14.3% | -27.1% |
| YTD | -25.5% | +72.0% | -97.5% | -44.9% |
| 1Y | -38.0% | +263.3% | -301.3% | -65.8% |
| 3Y | -65.5% | +173.3% | -238.7% | -81.3% |
| 5Y | -90.6% | +47.3% | -137.9% | -94.4% |
| All | -42.4% | +236.7% | -279.1% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling