-36.9%
BAX vs UEC
+908.7%
-945.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.7% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -12.2% | +1.9% | -14.1% | -12.4% |
| 3M | +21.8% | +8.9% | +12.9% | +20.5% |
| 6M | +36.3% | -14.5% | +50.8% | +36.4% |
| YTD | +27.8% | -0.7% | +28.5% | +26.1% |
| 1Y | -0.1% | -4.1% | +4.0% | -1.9% |
| 3Y | -33.3% | +148.9% | -182.2% | -40.7% |
| 5Y | -67.1% | +300.0% | -367.1% | -73.1% |
| 10Y | -36.9% | +994.3% | -1,031.3% | -59.3% |
| All | -36.9% | +908.7% | -945.6% | -59.3% |
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