+248.9%
A vs UEC
+908.7%
-659.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.2% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -2.7% | +1.9% | -4.6% | -3.0% |
| 3M | +7.0% | +8.9% | -1.9% | +5.7% |
| 6M | +24.6% | -14.5% | +39.1% | +24.7% |
| YTD | +7.0% | -0.7% | +7.7% | +4.9% |
| 1Y | +15.6% | -4.1% | +19.6% | +12.4% |
| 3Y | +29.9% | +148.9% | -119.0% | +9.7% |
| 5Y | -15.4% | +300.0% | -315.4% | -35.7% |
| 10Y | +248.9% | +994.3% | -745.5% | +104.6% |
| All | +248.9% | +908.7% | -659.8% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling