+82.3%
BAC vs UEC
+73.5%
+8.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +1.1% | -6.9% | +8.0% | +1.9% |
| 30D | -0.4% | +7.6% | -8.0% | -1.6% |
| 3M | +16.9% | -18.4% | +35.3% | +18.5% |
| 6M | +26.6% | -23.3% | +49.9% | +28.1% |
| YTD | +15.8% | -1.2% | +17.0% | +12.7% |
| 1Y | +27.2% | +2.3% | +24.9% | +21.7% |
| 3Y | +132.4% | +162.3% | -29.9% | +88.8% |
| 5Y | +72.6% | +287.2% | -214.7% | +23.9% |
| 10Y | +389.7% | +1,009.6% | -619.9% | +165.5% |
| All | +82.3% | +73.5% | +8.8% | -17.6% |
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