-100.0%
VIVK vs NIO
-38.5%
-61.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.1% | -10.5% | -7.5% |
| 7D | -4.4% | -2.9% | -1.5% | -4.3% |
| 30D | -40.8% | -18.7% | -22.1% | -40.3% |
| 3M | -94.1% | -29.4% | -64.7% | -94.1% |
| 6M | -98.2% | -32.5% | -65.7% | -98.2% |
| YTD | -98.0% | -27.6% | -70.4% | -98.0% |
| 1Y | -100.0% | -39.2% | -60.8% | -100.0% |
| 3Y | -100.0% | -64.3% | -35.7% | -100.0% |
| 5Y | -100.0% | -90.3% | -9.7% | -100.0% |
| All | -100.0% | -38.5% | -61.5% | -100.0% |
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