-48.3%
NIO vs UEC
+373.3%
-421.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.1% | -9.5% | -1.6% |
| 7D | +6.9% | +1.5% | +5.4% | +6.3% |
| 30D | -4.7% | -17.1% | +12.3% | -1.3% |
| 3M | -28.1% | -32.3% | +4.3% | -22.6% |
| 6M | -41.7% | -49.7% | +8.0% | -34.3% |
| YTD | -33.1% | -34.8% | +1.6% | -30.2% |
| 1Y | -50.3% | -37.5% | -12.8% | -48.0% |
| 3Y | -54.4% | +37.1% | -91.4% | -63.9% |
| 5Y | -91.6% | +44.3% | -135.9% | -94.0% |
| All | -48.3% | +373.3% | -421.6% | -58.4% |
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