+92.7%
USB vs UEC
+653.5%
-560.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.9% | +7.8% | -1.1% |
| 7D | -1.5% | -20.5% | +19.0% | +0.9% |
| 30D | +4.3% | -35.9% | +40.2% | +9.0% |
| 3M | -6.1% | -39.6% | +33.5% | -1.6% |
| 6M | +9.4% | -55.3% | +64.7% | +17.1% |
| YTD | +15.2% | -44.5% | +59.7% | +19.1% |
| 1Y | +32.8% | -50.4% | +83.2% | +38.3% |
| 3Y | +91.3% | +12.1% | +79.2% | +72.1% |
| 5Y | +22.7% | +41.5% | -18.8% | -0.1% |
| All | +92.7% | +653.5% | -560.8% | +5.5% |
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