+92.6%
UAL vs UEC
+704.7%
-612.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.8% | -4.8% | +0.8% |
| 7D | +8.2% | -10.2% | +18.4% | +10.0% |
| 30D | +2.3% | -26.9% | +29.3% | +7.8% |
| 3M | -12.7% | -35.7% | +23.0% | -6.4% |
| 6M | +12.7% | -56.1% | +68.8% | +27.4% |
| YTD | +0.8% | -40.8% | +41.6% | +6.6% |
| 1Y | +17.8% | -43.4% | +61.2% | +24.7% |
| 3Y | +206.7% | +25.4% | +181.3% | +162.1% |
| 5Y | +113.9% | +51.1% | +62.8% | +60.0% |
| All | +92.6% | +704.7% | -612.0% | -10.2% |
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