+14.0%
USFR vs UEC
+153.0%
-138.9%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | 0.0% |
| 7D | +0.1% | +2.6% | -2.5% | +0.1% |
| 30D | +0.3% | +5.6% | -5.3% | +0.3% |
| 3M | +1.0% | -5.7% | +6.7% | +1.0% |
| 6M | +1.9% | -8.0% | +10.0% | +1.9% |
| YTD | +2.7% | +1.8% | +0.9% | +2.7% |
| 1Y | +4.0% | +0.6% | +3.4% | +4.0% |
| All | +14.0% | +153.0% | -138.9% | +14.2% |
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 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