+108.7%
USB vs UEC
+988.7%
-879.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | +1.4% | -6.9% | +8.4% | +2.2% |
| 30D | -1.3% | +7.6% | -9.0% | -2.3% |
| 3M | +15.2% | -18.4% | +33.6% | +16.6% |
| 6M | +18.8% | -23.3% | +42.1% | +20.1% |
| YTD | +21.0% | -1.2% | +22.2% | +18.2% |
| 1Y | +34.0% | +2.3% | +31.7% | +28.7% |
| 3Y | +95.3% | +162.3% | -67.0% | +60.1% |
| 5Y | +40.4% | +287.2% | -246.9% | +1.3% |
| All | +108.7% | +988.7% | -879.9% | +7.6% |
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