+36.0%
UPS vs UEC
+939.6%
-903.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +1.1% |
| 7D | -3.4% | -4.3% | +0.8% | -3.1% |
| 30D | -2.7% | -3.8% | +1.1% | -2.6% |
| 3M | -1.6% | +17.0% | -18.6% | -3.2% |
| 6M | +2.3% | -23.9% | +26.2% | +3.4% |
| YTD | +5.6% | -5.7% | +11.2% | +4.3% |
| 1Y | +27.1% | -12.5% | +39.6% | +25.3% |
| 3Y | -26.3% | +136.5% | -162.8% | -35.2% |
| 5Y | -34.5% | +243.3% | -277.8% | -47.0% |
| All | +36.0% | +939.6% | -903.7% | -11.4% |
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