+216.9%
B vs UEC
+631.2%
-414.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.9% | +2.8% | -2.3% |
| 7D | -6.2% | +4.9% | -11.1% | -6.8% |
| 30D | -6.6% | -17.5% | +10.9% | -4.3% |
| 3M | -7.9% | -40.1% | +32.3% | -1.7% |
| 6M | -16.8% | -56.1% | +39.3% | -8.0% |
| YTD | -11.7% | -41.8% | +30.1% | -6.1% |
| 1Y | +3.5% | -44.8% | +48.3% | +10.4% |
| 3Y | +165.7% | +20.6% | +145.2% | +151.6% |
| 5Y | +108.4% | +24.3% | +84.1% | +87.3% |
| All | +216.9% | +631.2% | -414.2% | +134.6% |
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