-84.2%
BB vs UEC
+73.5%
-157.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -5.6% | -6.9% | +1.3% | -4.8% |
| 30D | -11.8% | +7.6% | -19.4% | -12.7% |
| 3M | -25.5% | -18.4% | -7.1% | -24.0% |
| 6M | +121.3% | -23.3% | +144.5% | +125.8% |
| YTD | +103.2% | -1.2% | +104.4% | +99.6% |
| 1Y | +102.6% | +2.3% | +100.3% | +95.7% |
| 3Y | +37.5% | +162.3% | -124.8% | +13.6% |
| 5Y | -30.4% | +287.2% | -317.7% | -47.3% |
| 10Y | 0.0% | +1,009.6% | -1,009.6% | -38.4% |
| All | -84.2% | +73.5% | -157.7% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling