+189.0%
VIAV vs NIO
-49.2%
+238.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | -0.8% |
| 7D | +23.7% | -4.7% | +28.4% | +24.4% |
| 30D | -21.2% | -14.3% | -6.8% | -19.8% |
| 3M | -24.5% | -32.8% | +8.3% | -21.3% |
| 6M | -39.1% | -49.8% | +10.8% | -34.7% |
| YTD | +82.6% | -40.2% | +122.8% | +91.6% |
| 1Y | +82.7% | -52.7% | +135.4% | +95.8% |
| 3Y | +315.1% | -57.9% | +372.9% | +332.9% |
| 5Y | +113.4% | -92.9% | +206.2% | +147.0% |
| All | +189.0% | -49.2% | +238.2% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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