+73.1%
UMC vs NIO
-92.0%
+165.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.7% |
| 7D | -8.3% | +2.8% | -11.1% | -8.7% |
| 30D | -34.5% | -8.4% | -26.1% | -33.5% |
| 3M | -20.0% | -32.0% | +12.0% | -14.8% |
| 6M | -0.7% | -43.9% | +43.2% | +8.8% |
| YTD | +94.7% | -35.7% | +130.4% | +106.7% |
| 1Y | +106.0% | -51.1% | +157.1% | +128.4% |
| 3Y | +124.3% | -54.7% | +179.0% | +134.4% |
| All | +73.1% | -92.0% | +165.1% | +103.9% |
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