+72.6%
BB vs UEC
+156.3%
-83.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.7% |
| 7D | +0.5% | +2.6% | -2.1% | +0.1% |
| 30D | -12.4% | +5.6% | -18.0% | -13.2% |
| 3M | -15.3% | -5.7% | -9.6% | -15.2% |
| 6M | +128.8% | -8.0% | +136.8% | +128.3% |
| YTD | +107.7% | +1.8% | +105.9% | +102.1% |
| 1Y | +103.9% | +0.6% | +103.3% | +95.4% |
| 3Y | +72.6% | +155.2% | -82.6% | +31.9% |
| All | +72.6% | +156.3% | -83.7% | +31.9% |
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