+165.5%
B vs UEC
+18.1%
+147.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -7.3% | -3.8% | -3.6% | -6.5% |
| 30D | -3.3% | -13.5% | +10.2% | -0.3% |
| 3M | -7.8% | -40.5% | +32.7% | +3.4% |
| 6M | -15.5% | -56.7% | +41.1% | +0.4% |
| YTD | -12.3% | -43.0% | +30.7% | -1.8% |
| 1Y | +5.4% | -42.5% | +47.9% | +17.0% |
| 3Y | +165.5% | +11.6% | +154.0% | +161.1% |
| All | +165.5% | +18.1% | +147.4% | +161.1% |
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