+111.5%
B vs UEC
+73.5%
+38.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | -6.9% | +5.3% | -0.7% |
| 30D | +9.4% | +7.6% | +1.8% | +8.3% |
| 3M | +5.0% | -18.4% | +23.4% | +7.2% |
| 6M | -3.5% | -23.3% | +19.7% | -1.1% |
| YTD | +4.5% | -1.2% | +5.7% | +3.6% |
| 1Y | +67.8% | +2.3% | +65.5% | +64.5% |
| 3Y | +196.7% | +162.3% | +34.4% | +151.7% |
| 5Y | +151.9% | +287.2% | -135.3% | +91.8% |
| 10Y | +202.2% | +1,009.6% | -807.5% | +77.3% |
| All | +111.5% | +73.5% | +38.0% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling