+246.5%
BBY vs UEC
+885.8%
-639.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.2% | +8.2% | +3.6% |
| 7D | +0.6% | -9.4% | +10.0% | +1.6% |
| 30D | +9.4% | -8.0% | +17.4% | +10.0% |
| 3M | +19.3% | -1.7% | +21.0% | +18.8% |
| 6M | +47.9% | -26.1% | +74.1% | +50.0% |
| YTD | +39.6% | -10.5% | +50.1% | +37.0% |
| 1Y | +22.2% | -13.3% | +35.5% | +18.9% |
| 3Y | +45.0% | +116.4% | -71.4% | +19.2% |
| 5Y | +2.6% | +225.5% | -223.0% | -25.8% |
| All | +246.5% | +885.8% | -639.3% | +78.1% |
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