+228.8%
BBY vs UEC
+74.4%
+154.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -1.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +6.8% | +1.9% | +4.9% | +6.4% |
| 3M | +18.7% | +8.9% | +9.8% | +17.1% |
| 6M | +37.3% | -14.5% | +51.7% | +37.1% |
| YTD | +35.3% | -0.7% | +36.0% | +32.2% |
| 1Y | +20.7% | -4.1% | +24.7% | +17.2% |
| 3Y | +39.4% | +148.9% | -109.5% | +18.8% |
| 5Y | -1.5% | +300.0% | -301.5% | -23.8% |
| 10Y | +239.8% | +994.3% | -754.5% | +114.9% |
| All | +228.8% | +74.4% | +154.4% | +52.7% |
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