+1,273.9%
UMC vs NIO
-38.3%
+1,312.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.3% |
| 7D | +13.6% | -4.1% | +17.8% | +14.2% |
| 30D | +20.8% | -23.2% | +44.0% | +24.5% |
| 3M | +16.1% | -29.9% | +46.1% | +21.0% |
| 6M | +137.3% | -25.1% | +162.4% | +143.8% |
| YTD | +193.8% | -27.5% | +221.2% | +202.3% |
| 1Y | +236.1% | -41.1% | +277.2% | +252.8% |
| 3Y | +267.1% | -63.1% | +330.3% | +287.6% |
| 5Y | +145.3% | -90.4% | +235.6% | +182.4% |
| All | +1,273.9% | -38.3% | +1,312.3% | +1,314.3% |
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 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