+668.0%
BE vs UEC
+321.5%
+346.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.9% | -4.1% |
| 7D | +10.8% | -3.8% | +14.6% | +12.7% |
| 30D | -19.8% | -13.5% | -6.3% | -14.3% |
| 3M | -18.7% | -40.5% | +21.8% | -1.0% |
| 6M | -33.7% | -56.7% | +22.9% | -9.5% |
| YTD | +121.0% | -43.0% | +163.9% | +171.0% |
| 1Y | +85.4% | -42.5% | +127.9% | +129.7% |
| 3Y | +1,709.5% | +11.6% | +1,698.0% | +1,519.2% |
| 5Y | +462.2% | +21.8% | +440.4% | +333.2% |
| All | +668.0% | +321.5% | +346.4% | +174.1% |
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 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