+183.3%
UPS vs UEC
+73.5%
+109.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -2.9% | -6.9% | +4.0% | -2.5% |
| 30D | -3.5% | +7.6% | -11.2% | -4.1% |
| 3M | -5.7% | -18.4% | +12.7% | -5.0% |
| 6M | -4.4% | -23.3% | +18.9% | -3.6% |
| YTD | +8.0% | -1.2% | +9.2% | +6.8% |
| 1Y | +29.0% | +2.3% | +26.7% | +26.5% |
| 3Y | -27.7% | +162.3% | -190.0% | -34.8% |
| 5Y | -34.3% | +287.2% | -321.6% | -44.1% |
| 10Y | +37.8% | +1,009.6% | -971.8% | +2.6% |
| All | +183.3% | +73.5% | +109.7% | +97.2% |
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