+228.4%
UNH vs UEC
+885.8%
-657.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.2% | +2.8% | -2.0% |
| 7D | -4.5% | -9.4% | +4.9% | -3.9% |
| 30D | -6.5% | -8.0% | +1.5% | -6.1% |
| 3M | -6.0% | -1.7% | -4.3% | -6.2% |
| 6M | +33.7% | -26.1% | +59.8% | +34.9% |
| YTD | +16.4% | -10.5% | +26.9% | +15.2% |
| 1Y | +10.1% | -13.3% | +23.4% | +8.4% |
| 3Y | -16.3% | +116.4% | -132.7% | -26.3% |
| 5Y | +2.1% | +225.5% | -223.4% | -18.5% |
| All | +228.4% | +885.8% | -657.5% | +92.9% |
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