-100.0%
VIVK vs NIO
-90.3%
-9.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.4% | -4.0% | -6.1% |
| 7D | -7.9% | -4.1% | -3.7% | -7.5% |
| 30D | -42.0% | -23.2% | -18.7% | -40.5% |
| 3M | -92.5% | -29.9% | -62.6% | -92.2% |
| 6M | -98.0% | -25.1% | -72.9% | -97.9% |
| YTD | -97.9% | -27.5% | -70.5% | -97.8% |
| 1Y | -100.0% | -41.1% | -58.9% | -100.0% |
| 3Y | -100.0% | -63.1% | -36.8% | -100.0% |
| 5Y | -100.0% | -90.4% | -9.6% | -100.0% |
| All | -100.0% | -90.3% | -9.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling