+277.6%
UNP vs UEC
+885.8%
-608.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | 0.0% |
| 7D | -1.8% | -9.4% | +7.6% | -1.0% |
| 30D | -2.7% | -8.0% | +5.3% | -2.2% |
| 3M | +6.5% | -1.7% | +8.2% | +6.1% |
| 6M | +14.4% | -26.1% | +40.5% | +15.7% |
| YTD | +24.8% | -10.5% | +35.3% | +23.2% |
| 1Y | +34.4% | -13.3% | +47.7% | +31.7% |
| 3Y | +43.6% | +116.4% | -72.8% | +23.1% |
| 5Y | +53.2% | +225.5% | -172.3% | +17.4% |
| All | +277.6% | +885.8% | -608.2% | +107.9% |
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