-42.6%
NIO vs UEC
+638.5%
-681.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.9% |
| 7D | -6.7% | +2.6% | -9.2% | -7.2% |
| 30D | -20.0% | +5.6% | -25.6% | -21.3% |
| 3M | -30.5% | -5.7% | -24.7% | -30.6% |
| 6M | -20.7% | -8.0% | -12.7% | -21.3% |
| YTD | -25.7% | +1.8% | -27.5% | -28.9% |
| 1Y | -38.6% | +0.6% | -39.2% | -42.6% |
| 3Y | -62.3% | +155.2% | -217.4% | -73.9% |
| 5Y | -90.1% | +305.8% | -395.9% | -94.2% |
| All | -42.6% | +638.5% | -681.1% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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