+100.2%
UAL vs UEC
+765.9%
-665.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.1% | -3.3% | +5.0% |
| 7D | +10.2% | +1.5% | +8.7% | +9.8% |
| 30D | +12.0% | -17.1% | +29.1% | +15.4% |
| 3M | -7.1% | -32.3% | +25.2% | -1.3% |
| 6M | +20.9% | -49.7% | +70.6% | +33.5% |
| YTD | +7.7% | -34.8% | +42.4% | +12.0% |
| 1Y | +23.6% | -37.5% | +61.1% | +28.6% |
| 3Y | +222.6% | +37.1% | +185.5% | +171.6% |
| 5Y | +127.9% | +44.3% | +83.6% | +72.4% |
| 10Y | +100.2% | +737.4% | -637.2% | -8.5% |
| All | +100.2% | +765.9% | -665.7% | -8.5% |
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