+45.0%
BBY vs UEC
+122.3%
-77.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.2% | +8.2% | +3.2% |
| 7D | +0.6% | -9.4% | +10.0% | +0.9% |
| 30D | +9.4% | -8.0% | +17.4% | +9.6% |
| 3M | +19.3% | -1.7% | +21.0% | +19.2% |
| 6M | +47.9% | -26.1% | +74.1% | +48.5% |
| YTD | +39.6% | -10.5% | +50.1% | +37.9% |
| 1Y | +22.2% | -13.3% | +35.5% | +20.4% |
| 3Y | +45.0% | +116.4% | -71.4% | +32.1% |
| All | +45.0% | +122.3% | -77.4% | +32.1% |
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 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