-38.3%
NIO vs UMAC
+508.0%
-546.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.0% | -2.1% |
| 7D | -4.1% | +3.3% | -7.4% | -4.3% |
| 30D | -23.2% | -10.4% | -12.8% | -23.1% |
| 3M | -29.9% | +1.8% | -31.7% | -30.4% |
| 6M | -25.1% | +40.7% | -65.8% | -27.3% |
| YTD | -27.5% | +90.9% | -118.3% | -30.5% |
| 1Y | -41.1% | +151.8% | -192.8% | -44.3% |
| All | -38.3% | +508.0% | -546.3% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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