+28.1%
BA vs UEC
+765.9%
-737.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.1% | -10.7% | -2.1% |
| 7D | -1.7% | +1.5% | -3.2% | -2.1% |
| 30D | -9.5% | -17.1% | +7.6% | -7.3% |
| 3M | -26.5% | -32.3% | +5.9% | -22.8% |
| 6M | -27.4% | -49.7% | +22.4% | -21.1% |
| YTD | -20.6% | -34.8% | +14.2% | -18.4% |
| 1Y | -11.4% | -37.5% | +26.1% | -9.0% |
| 3Y | -10.8% | +37.1% | -47.9% | -24.4% |
| 5Y | -21.9% | +44.3% | -66.2% | -39.5% |
| 10Y | +28.1% | +737.4% | -709.2% | -35.5% |
| All | +28.1% | +765.9% | -737.8% | -35.5% |
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