+934.0%
BE vs UEC
+597.5%
+336.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.0% | +1.0% | -2.1% |
| 7D | +9.7% | -4.3% | +14.0% | +11.7% |
| 30D | +22.4% | -3.8% | +26.2% | +23.2% |
| 3M | +10.4% | +17.0% | -6.6% | +3.8% |
| 6M | +67.9% | -23.9% | +91.7% | +81.3% |
| YTD | +197.5% | -5.7% | +203.1% | +198.8% |
| 1Y | +310.6% | -12.5% | +323.1% | +321.8% |
| 3Y | +1,657.2% | +136.5% | +1,520.8% | +1,074.0% |
| 5Y | +1,218.2% | +243.3% | +974.9% | +599.3% |
| All | +934.0% | +597.5% | +336.5% | +202.3% |
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