+91.5%
USB vs UEC
+19.3%
+72.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -0.9% |
| 7D | 0.0% | -10.2% | +10.2% | +0.5% |
| 30D | +5.8% | -26.9% | +32.8% | +7.4% |
| 3M | -6.0% | -35.7% | +29.7% | -4.1% |
| 6M | +7.8% | -56.1% | +63.9% | +11.8% |
| YTD | +14.6% | -40.8% | +55.3% | +16.2% |
| 1Y | +31.8% | -43.4% | +75.1% | +33.5% |
| 3Y | +91.5% | +25.4% | +66.2% | +77.8% |
| All | +91.5% | +19.3% | +72.2% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling