+1,232.5%
UPRO vs UEC
+908.7%
+323.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.7% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -5.0% | +1.9% | -7.0% | -6.3% |
| 3M | +7.5% | +8.9% | -1.4% | +3.2% |
| 6M | +33.2% | -14.5% | +47.7% | +34.9% |
| YTD | +27.7% | -0.7% | +28.4% | +20.8% |
| 1Y | +43.0% | -4.1% | +47.1% | +32.3% |
| 3Y | +224.4% | +148.9% | +75.5% | +96.5% |
| 5Y | +135.9% | +300.0% | -164.1% | +7.4% |
| 10Y | +1,232.5% | +994.3% | +238.2% | +204.3% |
| All | +1,232.5% | +908.7% | +323.8% | +204.3% |
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