-51.7%
NIO vs UMAC
+182.0%
-233.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.3% | -4.7% |
| 7D | -14.5% | -5.2% | -9.2% | -14.3% |
| 30D | -15.0% | -36.4% | +21.4% | -13.6% |
| 3M | -35.6% | -58.6% | +23.0% | -33.7% |
| 6M | -55.7% | -24.6% | -31.0% | -55.9% |
| YTD | -43.1% | -11.5% | -31.7% | -44.1% |
| 1Y | -53.5% | +16.9% | -70.4% | -54.8% |
| All | -51.7% | +182.0% | -233.7% | -54.5% |
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