+240.3%
UMC vs UEC
-16.4%
+256.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.5% | +3.2% |
| 7D | +9.0% | -9.4% | +18.4% | +10.7% |
| 30D | +17.2% | -8.0% | +25.3% | +18.1% |
| 3M | +11.4% | -1.7% | +13.1% | +10.5% |
| 6M | +137.5% | -26.1% | +163.7% | +140.0% |
| YTD | +193.1% | -10.5% | +203.6% | +194.0% |
| 1Y | +240.3% | -13.3% | +253.6% | +236.1% |
| All | +240.3% | -16.4% | +256.7% | +236.1% |
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