+47.0%
BAC vs UEC
+14.6%
+32.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.1% | -7.8% | +1.1% |
| 7D | +2.0% | +1.5% | +0.5% | +1.7% |
| 30D | -6.9% | -17.1% | +10.1% | -5.1% |
| 3M | -19.6% | -32.3% | +12.8% | -16.4% |
| 6M | -0.5% | -49.7% | +49.3% | +6.0% |
| YTD | -6.6% | -34.8% | +28.1% | -4.9% |
| 1Y | -3.0% | -37.5% | +34.6% | -1.1% |
| 3Y | +97.3% | +37.1% | +60.3% | +73.2% |
| 5Y | +21.9% | +44.3% | -22.4% | -0.6% |
| 10Y | +251.7% | +737.4% | -485.7% | +96.7% |
| All | +47.0% | +14.6% | +32.4% | -30.5% |
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