+88.1%
UAL vs UEC
+677.4%
-589.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.0% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +13.3% | -18.1% | +31.5% | +17.0% |
| 3M | -6.3% | -36.9% | +30.6% | +0.8% |
| 6M | +22.5% | -56.1% | +78.6% | +38.6% |
| YTD | +5.9% | -38.1% | +44.0% | +11.1% |
| 1Y | +24.7% | -41.7% | +66.4% | +31.4% |
| 3Y | +211.6% | +28.2% | +183.4% | +165.2% |
| 5Y | +130.6% | +31.7% | +98.9% | +77.1% |
| All | +88.1% | +677.4% | -589.4% | -14.9% |
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 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