+1,842.6%
UMC vs UEC
+885.8%
+956.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.5% | +3.0% |
| 7D | +9.0% | -9.4% | +18.4% | +10.3% |
| 30D | +17.2% | -8.0% | +25.3% | +18.1% |
| 3M | +11.4% | -1.7% | +13.1% | +11.2% |
| 6M | +137.5% | -26.1% | +163.7% | +142.9% |
| YTD | +193.1% | -10.5% | +203.6% | +191.0% |
| 1Y | +240.3% | -13.3% | +253.6% | +235.3% |
| 3Y | +262.2% | +116.4% | +145.8% | +203.6% |
| 5Y | +143.1% | +225.5% | -82.4% | +83.2% |
| All | +1,842.6% | +885.8% | +956.7% | +1,085.2% |
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 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