+397.7%
BAC vs UEC
+908.7%
-511.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -1.4% | +1.9% | -3.3% | -1.9% |
| 3M | +15.7% | +8.9% | +6.8% | +13.5% |
| 6M | +32.2% | -14.5% | +46.6% | +32.0% |
| YTD | +15.8% | -0.7% | +16.5% | +12.4% |
| 1Y | +27.3% | -4.1% | +31.3% | +22.4% |
| 3Y | +137.5% | +148.9% | -11.5% | +89.8% |
| 5Y | +73.1% | +300.0% | -226.9% | +17.9% |
| 10Y | +397.7% | +994.3% | -596.6% | +119.4% |
| All | +397.7% | +908.7% | -511.0% | +119.4% |
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