+115.0%
UMC vs UEC
-46.3%
+161.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.1% |
| 7D | -14.7% | -13.8% | -0.9% | -12.1% |
| 30D | -32.9% | -23.1% | -9.8% | -29.6% |
| 3M | -22.2% | -31.5% | +9.4% | -17.4% |
| 6M | +25.9% | -51.5% | +77.4% | +38.0% |
| YTD | +107.9% | -38.4% | +146.4% | +122.4% |
| 1Y | +115.0% | -44.7% | +159.7% | +131.1% |
| All | +115.0% | -46.3% | +161.4% | +131.1% |
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