+101.9%
EQH vs UEC
+198.6%
-96.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +2.1% |
| 7D | +0.7% | -9.4% | +10.2% | +1.9% |
| 30D | +2.8% | -8.0% | +10.8% | +3.5% |
| 3M | +23.1% | -1.7% | +24.8% | +22.5% |
| 6M | +41.4% | -26.1% | +67.5% | +44.2% |
| YTD | +14.3% | -10.5% | +24.8% | +12.7% |
| 1Y | +1.6% | -13.3% | +14.9% | -0.9% |
| 3Y | +102.7% | +116.4% | -13.6% | +64.6% |
| All | +101.9% | +198.6% | -96.7% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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