+99.1%
UAL vs UEC
+933.9%
-834.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.9% | -3.3% |
| 7D | +3.5% | +2.6% | +0.9% | +3.0% |
| 30D | -16.5% | +5.6% | -22.1% | -17.5% |
| 3M | +2.8% | -5.7% | +8.5% | +2.7% |
| 6M | +17.6% | -8.0% | +25.6% | +16.7% |
| YTD | -3.2% | +1.8% | -5.0% | -6.5% |
| 1Y | +0.4% | +0.6% | -0.2% | -4.5% |
| 3Y | +128.2% | +155.2% | -27.0% | +71.8% |
| 5Y | +137.7% | +305.8% | -168.1% | +47.0% |
| 10Y | +99.1% | +943.0% | -843.9% | -17.7% |
| All | +99.1% | +933.9% | -834.8% | -17.7% |
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