+1,026.9%
UMC vs UEC
+78.8%
+948.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.0% | +4.7% |
| 7D | +6.6% | +2.6% | +4.0% | +6.3% |
| 30D | +16.6% | +5.6% | +11.0% | +15.5% |
| 3M | +11.0% | -5.7% | +16.7% | +11.3% |
| 6M | +131.3% | -8.0% | +139.3% | +130.4% |
| YTD | +182.5% | +1.8% | +180.7% | +176.6% |
| 1Y | +222.3% | +0.6% | +221.7% | +212.6% |
| 3Y | +253.0% | +155.2% | +97.9% | +194.3% |
| 5Y | +141.8% | +305.8% | -164.0% | +80.4% |
| 10Y | +1,772.2% | +943.0% | +829.2% | +1,001.8% |
| All | +1,026.9% | +78.8% | +948.1% | +414.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling