+29.3%
BB vs UEC
+623.0%
-593.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.7% |
| 7D | +7.3% | +0.6% | +6.7% | +7.1% |
| 30D | +11.2% | -18.1% | +29.4% | +15.1% |
| 3M | +4.7% | -36.9% | +41.6% | +13.0% |
| 6M | +51.1% | -56.1% | +107.2% | +72.0% |
| YTD | +148.0% | -38.1% | +186.1% | +161.6% |
| 1Y | +106.1% | -41.7% | +147.8% | +118.3% |
| 3Y | +158.2% | +28.2% | +130.1% | +122.3% |
| 5Y | -10.8% | +31.7% | -42.5% | -29.2% |
| 10Y | +29.3% | +685.9% | -656.6% | -24.0% |
| All | +29.3% | +623.0% | -593.7% | -24.0% |
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