+225.6%
USB vs UEC
+8.1%
+217.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.8% | +2.3% |
| 7D | +2.4% | -13.8% | +16.2% | +3.6% |
| 30D | +6.6% | -23.1% | +29.7% | +8.7% |
| 3M | -4.1% | -31.5% | +27.4% | -1.5% |
| 6M | +12.5% | -51.5% | +64.0% | +17.9% |
| YTD | +17.6% | -38.4% | +56.1% | +19.9% |
| 1Y | +36.5% | -44.7% | +81.2% | +39.9% |
| 3Y | +95.4% | +24.4% | +71.0% | +80.3% |
| 5Y | +26.1% | +57.3% | -31.2% | +8.8% |
| 10Y | +101.3% | +726.4% | -625.2% | +37.6% |
| All | +225.6% | +8.1% | +217.5% | +103.1% |
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