+166.0%
BA vs UEC
+8.7%
+157.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | -1.4% | +0.6% | -1.9% | -1.6% |
| 30D | -7.9% | -18.1% | +10.2% | -6.3% |
| 3M | -25.2% | -36.9% | +11.7% | -22.0% |
| 6M | -26.7% | -56.1% | +29.4% | -21.1% |
| YTD | -19.6% | -38.1% | +18.5% | -17.4% |
| 1Y | -10.6% | -41.7% | +31.1% | -8.0% |
| 3Y | -11.2% | +28.2% | -39.4% | -19.4% |
| 5Y | -20.4% | +31.7% | -52.1% | -31.4% |
| 10Y | +26.8% | +685.9% | -659.1% | -16.4% |
| All | +166.0% | +8.7% | +157.3% | +50.2% |
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