+92.5%
USB vs UEC
+11.7%
+80.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.9% | +7.8% | -1.6% |
| 7D | -1.5% | -20.5% | +19.0% | -0.3% |
| 30D | +4.3% | -35.9% | +40.2% | +6.6% |
| 3M | -6.1% | -39.6% | +33.5% | -3.9% |
| 6M | +9.4% | -55.3% | +64.7% | +13.3% |
| YTD | +15.2% | -44.5% | +59.7% | +17.2% |
| 1Y | +32.8% | -50.4% | +83.2% | +35.5% |
| All | +92.5% | +11.7% | +80.8% | +79.3% |
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