+737.9%
BE vs UEC
+357.6%
+380.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.8% | +12.1% | +12.6% |
| 7D | +4.5% | +0.6% | +4.0% | +4.9% |
| 30D | -20.1% | -18.1% | -2.0% | -13.0% |
| 3M | -0.8% | -36.9% | +36.1% | +18.1% |
| 6M | -26.2% | -56.1% | +29.9% | +0.1% |
| YTD | +141.1% | -38.1% | +179.2% | +186.4% |
| 1Y | +64.8% | -41.7% | +106.5% | +103.2% |
| 3Y | +1,887.4% | +28.2% | +1,859.2% | +1,588.0% |
| 5Y | +518.1% | +31.7% | +486.4% | +361.8% |
| All | +737.9% | +357.6% | +380.3% | +189.7% |
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 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