+91.7%
B vs UEC
+4.1%
+87.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.2% | -0.3% |
| 7D | +9.6% | -10.2% | +19.8% | +10.9% |
| 30D | +3.5% | -26.9% | +30.4% | +7.5% |
| 3M | -1.6% | -35.7% | +34.1% | +3.7% |
| 6M | -1.7% | -56.1% | +54.5% | +8.2% |
| YTD | -5.3% | -40.8% | +35.4% | -0.1% |
| 1Y | +27.2% | -43.4% | +70.6% | +34.5% |
| 3Y | +166.1% | +25.4% | +140.7% | +147.3% |
| 5Y | +136.5% | +51.1% | +85.4% | +102.7% |
| 10Y | +172.2% | +695.4% | -523.2% | +66.3% |
| All | +91.7% | +4.1% | +87.7% | -0.1% |
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 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