+70.6%
UNH vs NIO
-38.3%
+109.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -1.9% |
| 7D | -1.7% | -4.1% | +2.5% | -1.5% |
| 30D | -3.8% | -23.2% | +19.4% | -3.0% |
| 3M | -4.3% | -29.9% | +25.6% | -3.2% |
| 6M | +38.6% | -25.1% | +63.7% | +39.6% |
| YTD | +20.7% | -27.5% | +48.1% | +21.5% |
| 1Y | +16.0% | -41.1% | +57.1% | +17.5% |
| 3Y | -13.5% | -63.1% | +49.7% | -12.2% |
| 5Y | +3.5% | -90.4% | +93.9% | +8.1% |
| All | +70.6% | -38.3% | +109.0% | +53.5% |
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