+207.2%
UMC vs UEC
-1.0%
+208.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +5.0% | -6.9% | +11.9% | +6.1% |
| 30D | +7.7% | +7.6% | 0.0% | +5.7% |
| 3M | +1.7% | -18.4% | +20.0% | +2.0% |
| 6M | +113.9% | -23.3% | +137.2% | +114.2% |
| YTD | +168.9% | -1.2% | +170.1% | +165.3% |
| 1Y | +207.2% | +2.3% | +204.9% | +196.2% |
| All | +207.2% | -1.0% | +208.2% | +196.2% |
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 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