+119.1%
ALL vs UEC
+18.1%
+101.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.3% |
| 7D | +5.0% | -3.8% | +8.8% | +4.9% |
| 30D | +13.3% | -13.5% | +26.8% | +13.0% |
| 3M | +3.2% | -40.5% | +43.7% | +2.0% |
| 6M | +25.3% | -56.7% | +82.0% | +23.9% |
| YTD | +30.5% | -43.0% | +73.4% | +28.8% |
| 1Y | +29.2% | -42.5% | +71.7% | +27.5% |
| 3Y | +119.1% | +11.6% | +107.6% | +106.8% |
| All | +119.1% | +18.1% | +101.0% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling