+271.0%
UL vs UEC
+73.5%
+197.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -1.3% | -6.9% | +5.6% | -1.0% |
| 30D | +0.5% | +7.6% | -7.2% | 0.0% |
| 3M | +17.6% | -18.4% | +36.0% | +18.3% |
| 6M | -5.4% | -23.3% | +17.9% | -4.9% |
| YTD | +0.7% | -1.2% | +1.9% | -0.6% |
| 1Y | -9.3% | +2.3% | -11.6% | -11.2% |
| 3Y | +24.5% | +162.3% | -137.7% | +12.6% |
| 5Y | +23.2% | +287.2% | -264.0% | +4.6% |
| 10Y | +64.5% | +1,009.6% | -945.1% | +20.0% |
| All | +271.0% | +73.5% | +197.5% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling