+424.6%
ETSY vs UEC
+885.8%
-461.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +2.4% |
| 7D | -4.9% | -9.4% | +4.5% | -3.6% |
| 30D | -8.6% | -8.0% | -0.6% | -8.0% |
| 3M | +4.8% | -1.7% | +6.5% | +4.2% |
| 6M | +38.1% | -26.1% | +64.2% | +40.9% |
| YTD | +31.2% | -10.5% | +41.8% | +28.8% |
| 1Y | +22.1% | -13.3% | +35.4% | +18.3% |
| 3Y | +12.2% | +116.4% | -104.1% | -13.0% |
| 5Y | -66.5% | +225.5% | -292.0% | -77.3% |
| All | +424.6% | +885.8% | -461.3% | +139.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling