+164.3%
BA vs UEC
+4.1%
+160.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -0.2% |
| 7D | +1.1% | -10.2% | +11.3% | +2.2% |
| 30D | -7.9% | -26.9% | +19.0% | -5.1% |
| 3M | -25.3% | -35.7% | +10.4% | -22.2% |
| 6M | -24.6% | -56.1% | +31.5% | -18.8% |
| YTD | -20.1% | -40.8% | +20.6% | -17.5% |
| 1Y | -11.8% | -43.4% | +31.6% | -8.8% |
| 3Y | -10.1% | +25.4% | -35.5% | -18.2% |
| 5Y | -22.7% | +51.1% | -73.8% | -34.3% |
| 10Y | +35.1% | +695.4% | -660.3% | -10.8% |
| All | +164.3% | +4.1% | +160.2% | +50.1% |
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