+253.9%
UMC vs UEC
+134.5%
+119.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.0% | +2.5% | -1.9% |
| 7D | +11.4% | -4.3% | +15.6% | +12.0% |
| 30D | +16.8% | -3.8% | +20.6% | +16.9% |
| 3M | +19.1% | +17.0% | +2.1% | +16.2% |
| 6M | +137.4% | -23.9% | +161.3% | +140.3% |
| YTD | +186.4% | -5.7% | +192.0% | +182.7% |
| 1Y | +229.1% | -12.5% | +241.6% | +223.8% |
| All | +253.9% | +134.5% | +119.4% | +186.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling