+208.6%
B vs UEC
+696.7%
-488.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.9% | -0.2% | -5.3% |
| 7D | +7.1% | -5.2% | +12.3% | +7.7% |
| 30D | -3.3% | -22.0% | +18.6% | -0.2% |
| 3M | -2.5% | -37.0% | +34.5% | +3.3% |
| 6M | -7.2% | -52.7% | +45.5% | +1.6% |
| YTD | -7.4% | -38.6% | +31.3% | -2.2% |
| 1Y | +16.4% | -44.6% | +61.0% | +24.0% |
| 3Y | +178.7% | +27.1% | +151.6% | +161.8% |
| 5Y | +121.7% | +37.9% | +83.8% | +96.7% |
| 10Y | +208.6% | +631.6% | -423.0% | +115.7% |
| All | +208.6% | +696.7% | -488.1% | +115.7% |
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