-100.0%
VIVK vs NIO
-55.4%
-44.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | -1.2% | -13.1% | -14.2% |
| 7D | -48.0% | -1.8% | -46.2% | -47.6% |
| 30D | -88.4% | -6.6% | -81.8% | -88.3% |
| 3M | -98.7% | -29.9% | -68.9% | -98.7% |
| 6M | -100.0% | -46.6% | -53.3% | -99.9% |
| YTD | -100.0% | -36.5% | -63.5% | -100.0% |
| 1Y | -100.0% | -51.1% | -48.9% | -100.0% |
| All | -100.0% | -55.4% | -44.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling