+125.6%
ULTA vs UEC
+885.8%
-760.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.2% | +7.3% | +2.6% |
| 7D | -3.1% | -9.4% | +6.4% | -2.1% |
| 30D | +2.8% | -8.0% | +10.8% | +3.5% |
| 3M | +14.8% | -1.7% | +16.5% | +14.4% |
| 6M | -16.2% | -26.1% | +9.9% | -14.9% |
| YTD | -9.6% | -10.5% | +0.9% | -10.8% |
| 1Y | +4.8% | -13.3% | +18.0% | +2.4% |
| 3Y | +30.7% | +116.4% | -85.7% | +8.7% |
| 5Y | +45.9% | +225.5% | -179.7% | +6.9% |
| All | +125.6% | +885.8% | -760.3% | +19.0% |
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