+28.5%
USFR vs UEC
+296.4%
-267.9%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +0.1% | -3.8% | +3.8% | +0.1% |
| 30D | +0.4% | -13.5% | +13.9% | +0.4% |
| 3M | +1.1% | -40.5% | +41.5% | +1.1% |
| 6M | +2.0% | -56.7% | +58.7% | +2.1% |
| YTD | +3.5% | -43.0% | +46.4% | +3.5% |
| 1Y | +4.1% | -42.5% | +46.6% | +4.1% |
| 3Y | +14.4% | +11.6% | +2.8% | +14.3% |
| 5Y | +21.4% | +21.8% | -0.3% | +21.3% |
| 10Y | +28.6% | +623.9% | -595.4% | +28.1% |
| All | +28.5% | +296.4% | -267.9% | +28.1% |
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