+588.0%
A vs UEC
+73.5%
+514.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -1.9% | -6.9% | +5.0% | -1.3% |
| 30D | +6.9% | +7.6% | -0.7% | +6.1% |
| 3M | +9.2% | -18.4% | +27.6% | +10.6% |
| 6M | +25.7% | -23.3% | +49.0% | +27.0% |
| YTD | +11.5% | -1.2% | +12.7% | +9.5% |
| 1Y | +18.4% | +2.3% | +16.1% | +14.5% |
| 3Y | +26.6% | +162.3% | -135.7% | +7.6% |
| 5Y | -12.8% | +287.2% | -300.1% | -32.3% |
| 10Y | +247.2% | +1,009.6% | -762.4% | +115.7% |
| All | +588.0% | +73.5% | +514.5% | +292.4% |
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