-0.8%
BB vs UEC
+939.6%
-940.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.0% | +2.3% | -1.9% |
| 7D | -2.1% | -4.3% | +2.2% | -1.3% |
| 30D | -16.0% | -3.8% | -12.2% | -15.6% |
| 3M | -14.5% | +17.0% | -31.5% | -17.1% |
| 6M | +118.6% | -23.9% | +142.4% | +125.1% |
| YTD | +98.9% | -5.7% | +104.6% | +95.2% |
| 1Y | +99.5% | -12.5% | +112.0% | +94.9% |
| 3Y | +65.4% | +136.5% | -71.1% | +27.7% |
| 5Y | -27.6% | +243.3% | -270.9% | -50.6% |
| All | -0.8% | +939.6% | -940.4% | -45.8% |
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