+37.0%
UL vs NIO
-49.2%
+86.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.2% | +0.5% |
| 7D | -2.5% | -4.7% | +2.2% | -2.4% |
| 30D | +5.7% | -14.3% | +20.0% | +6.0% |
| 3M | +7.0% | -32.8% | +39.8% | +7.8% |
| 6M | +16.1% | -49.8% | +65.9% | +17.5% |
| YTD | +3.6% | -40.2% | +43.8% | +4.3% |
| 1Y | -1.4% | -52.7% | +51.3% | -0.2% |
| 3Y | +34.1% | -57.9% | +91.9% | +34.6% |
| 5Y | +32.0% | -92.9% | +124.8% | +34.3% |
| All | +37.0% | -49.2% | +86.2% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling