+23.9%
UL vs UEC
+156.3%
-132.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.1% | -1.0% |
| 7D | -1.3% | +2.6% | -3.9% | -1.3% |
| 30D | +0.9% | +5.6% | -4.7% | +0.9% |
| 3M | +14.2% | -5.7% | +19.9% | +14.4% |
| 6M | -3.2% | -8.0% | +4.9% | -3.1% |
| YTD | -0.3% | +1.8% | -2.1% | -0.4% |
| 1Y | -8.8% | +0.6% | -9.4% | -8.9% |
| 3Y | +23.9% | +155.2% | -131.3% | +18.2% |
| All | +23.9% | +156.3% | -132.4% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling