+223.5%
BA vs UEC
+73.5%
+149.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +1.2% | -6.9% | +8.1% | +1.9% |
| 30D | -11.6% | +7.6% | -19.3% | -12.6% |
| 3M | -2.4% | -18.4% | +16.0% | -0.9% |
| 6M | -6.6% | -23.3% | +16.6% | -5.3% |
| YTD | -2.2% | -1.2% | -1.0% | -4.0% |
| 1Y | -8.0% | +2.3% | -10.3% | -11.0% |
| 3Y | -5.0% | +162.3% | -167.3% | -20.0% |
| 5Y | -2.7% | +287.2% | -290.0% | -25.0% |
| 10Y | +75.9% | +1,009.6% | -933.7% | +11.7% |
| All | +223.5% | +73.5% | +149.9% | +74.7% |
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 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