+141.8%
UMC vs NIO
-90.3%
+232.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.3% | +5.1% |
| 7D | +6.6% | -6.7% | +13.2% | +7.8% |
| 30D | +16.6% | -20.0% | +36.6% | +20.9% |
| 3M | +11.0% | -30.5% | +41.5% | +17.9% |
| 6M | +131.3% | -20.7% | +152.0% | +138.0% |
| YTD | +182.5% | -25.7% | +208.2% | +193.0% |
| 1Y | +222.3% | -38.6% | +260.8% | +242.8% |
| 3Y | +253.0% | -62.3% | +315.3% | +284.3% |
| 5Y | +141.8% | -90.1% | +231.9% | +203.3% |
| All | +141.8% | -90.3% | +232.2% | +203.3% |
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