+7.9%
UMAC vs UEC
-46.3%
+54.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -4.9% | -6.0% | -6.3% |
| 7D | -26.0% | -13.8% | -12.3% | -14.5% |
| 30D | -40.3% | -23.1% | -17.2% | -24.1% |
| 3M | -51.1% | -31.5% | -19.6% | -32.3% |
| 6M | -5.6% | -51.5% | +45.8% | +83.8% |
| YTD | +2.3% | -38.4% | +40.7% | +59.2% |
| 1Y | +7.9% | -44.7% | +52.6% | +85.9% |
| All | +7.9% | -46.3% | +54.2% | +85.9% |
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