+707.7%
BE vs UEC
+330.4%
+377.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.9% | +2.3% | -1.3% |
| 7D | +20.5% | +4.9% | +15.6% | +18.5% |
| 30D | -23.4% | -17.5% | -5.9% | -16.6% |
| 3M | -14.9% | -40.1% | +25.3% | +3.5% |
| 6M | -28.1% | -56.1% | +28.1% | -2.2% |
| YTD | +132.4% | -41.8% | +174.2% | +182.6% |
| 1Y | +59.4% | -44.8% | +104.2% | +100.6% |
| 3Y | +1,815.8% | +20.6% | +1,795.3% | +1,565.9% |
| 5Y | +491.3% | +24.3% | +467.0% | +351.8% |
| All | +707.7% | +330.4% | +377.3% | +185.9% |
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