+27.4%
USFR vs UEC
+586.9%
-559.5%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | +0.1% | -6.9% | +7.0% | +0.1% |
| 30D | +0.3% | +7.6% | -7.4% | +0.3% |
| 3M | +1.0% | -18.4% | +19.4% | +1.0% |
| 6M | +1.9% | -23.3% | +25.2% | +1.9% |
| YTD | +2.6% | -1.2% | +3.8% | +2.6% |
| 1Y | +4.0% | +2.3% | +1.7% | +4.0% |
| 3Y | +14.1% | +162.3% | -148.2% | +14.0% |
| 5Y | +20.4% | +287.2% | -266.8% | +20.2% |
| 10Y | +28.0% | +1,009.6% | -981.6% | +27.5% |
| All | +27.4% | +586.9% | -559.5% | +27.0% |
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