+230.3%
USB vs UEC
+78.8%
+151.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.6% |
| 7D | +2.1% | +2.6% | -0.5% | +1.9% |
| 30D | -2.3% | +5.6% | -7.9% | -2.9% |
| 3M | +13.9% | -5.7% | +19.6% | +13.6% |
| 6M | +21.6% | -8.0% | +29.6% | +20.8% |
| YTD | +19.3% | +1.8% | +17.5% | +17.0% |
| 1Y | +33.6% | +0.6% | +33.0% | +29.9% |
| 3Y | +97.7% | +155.2% | -57.4% | +71.9% |
| 5Y | +40.4% | +305.8% | -265.4% | +11.8% |
| 10Y | +105.9% | +943.0% | -837.1% | +37.7% |
| All | +230.3% | +78.8% | +151.5% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling