+54.3%
AR vs UEC
+616.1%
-561.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.5% |
| 7D | +7.4% | -3.8% | +11.1% | +7.9% |
| 30D | +5.8% | -13.5% | +19.3% | +8.0% |
| 3M | +5.2% | -40.5% | +45.7% | +14.1% |
| 6M | +5.4% | -56.7% | +62.1% | +18.9% |
| YTD | +12.4% | -43.0% | +55.4% | +16.3% |
| 1Y | +12.8% | -42.5% | +55.3% | +15.7% |
| 3Y | +47.2% | +11.6% | +35.6% | +19.3% |
| 5Y | +101.1% | +21.8% | +79.4% | +45.6% |
| All | +54.3% | +616.1% | -561.8% | -26.7% |
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