+1.1%
UL vs UEC
-46.3%
+47.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.1% | +3.1% |
| 7D | +4.7% | -13.8% | +18.4% | +4.2% |
| 30D | +11.6% | -23.1% | +34.7% | +10.8% |
| 3M | +5.3% | -31.5% | +36.8% | +4.4% |
| 6M | +16.0% | -51.5% | +67.5% | +14.8% |
| YTD | +5.0% | -38.4% | +43.4% | +3.8% |
| 1Y | +1.1% | -44.7% | +45.8% | +0.1% |
| All | +1.1% | -46.3% | +47.5% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling