+37.9%
UL vs NIO
-45.3%
+83.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | -0.1% |
| 7D | +2.6% | +2.8% | -0.3% | +2.5% |
| 30D | +6.8% | -8.4% | +15.1% | +6.9% |
| 3M | +5.7% | -32.0% | +37.7% | +6.5% |
| 6M | +15.9% | -43.9% | +59.8% | +17.1% |
| YTD | +4.3% | -35.7% | +40.0% | +4.9% |
| 1Y | -0.4% | -51.1% | +50.7% | +0.7% |
| 3Y | +35.0% | -54.7% | +89.6% | +35.3% |
| 5Y | +31.6% | -91.7% | +123.3% | +33.7% |
| All | +37.9% | -45.3% | +83.2% | +36.8% |
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