-29.9%
BAX vs UEC
+151.4%
-181.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | -1.1% | -6.9% | +5.8% | -0.8% |
| 30D | -5.5% | +7.6% | -13.1% | -5.9% |
| 3M | +33.5% | -18.4% | +51.9% | +34.3% |
| 6M | +35.9% | -23.3% | +59.1% | +36.4% |
| YTD | +35.4% | -1.2% | +36.6% | +34.4% |
| 1Y | +9.8% | +2.3% | +7.4% | +8.2% |
| All | -29.9% | +151.4% | -181.3% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling