+28.0%
ULTA vs UEC
+134.5%
-106.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.9% | -1.0% |
| 7D | -3.9% | -4.3% | +0.4% | -3.7% |
| 30D | -1.1% | -3.8% | +2.8% | -1.0% |
| 3M | +13.8% | +17.0% | -3.2% | +13.1% |
| 6M | -17.2% | -23.9% | +6.7% | -16.9% |
| YTD | -11.5% | -5.7% | -5.8% | -11.7% |
| 1Y | +3.9% | -12.5% | +16.5% | +3.3% |
| All | +28.0% | +134.5% | -106.4% | +20.7% |
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