+228.3%
USB vs UEC
+74.4%
+153.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -3.2% | +1.9% | -5.2% | -3.6% |
| 3M | +11.8% | +8.9% | +2.9% | +10.4% |
| 6M | +21.4% | -14.5% | +35.9% | +21.4% |
| YTD | +18.6% | -0.7% | +19.3% | +16.5% |
| 1Y | +30.8% | -4.1% | +34.9% | +27.7% |
| 3Y | +96.5% | +148.9% | -52.4% | +71.2% |
| 5Y | +38.4% | +300.0% | -261.6% | +10.3% |
| 10Y | +106.7% | +994.3% | -887.6% | +37.9% |
| All | +228.3% | +74.4% | +153.9% | +97.4% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling