+23.5%
UL vs NIO
-90.7%
+114.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -1.3% | -13.0% | +11.7% | -0.9% |
| 30D | +0.5% | -18.3% | +18.8% | +1.2% |
| 3M | +17.6% | -33.2% | +50.8% | +19.2% |
| 6M | -5.4% | -21.5% | +16.1% | -5.0% |
| YTD | +0.7% | -25.5% | +26.2% | +1.3% |
| 1Y | -9.3% | -38.0% | +28.8% | -8.3% |
| 3Y | +24.5% | -65.5% | +90.0% | +27.0% |
| All | +23.5% | -90.7% | +114.2% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling