+314.7%
A vs UEC
+616.1%
-301.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -0.5% | -3.8% | +3.3% | -0.1% |
| 30D | 0.0% | -13.5% | +13.5% | +1.2% |
| 3M | +16.7% | -40.5% | +57.2% | +21.9% |
| 6M | +54.8% | -56.7% | +111.5% | +65.2% |
| YTD | +28.8% | -43.0% | +71.8% | +32.5% |
| 1Y | +19.3% | -42.5% | +61.9% | +22.2% |
| 3Y | +65.5% | +11.6% | +54.0% | +51.3% |
| 5Y | +12.1% | +21.8% | -9.7% | -4.0% |
| All | +314.7% | +616.1% | -301.4% | +163.3% |
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