+30.8%
BIL vs UEC
+51.3%
-20.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | 0.0% |
| 7D | +0.1% | -5.2% | +5.2% | +0.1% |
| 30D | 0.0% | -22.0% | +22.0% | 0.0% |
| 3M | +0.6% | -37.0% | +37.6% | +0.6% |
| 6M | +1.5% | -52.7% | +54.2% | +1.5% |
| YTD | +2.8% | -38.6% | +41.4% | +2.8% |
| 1Y | +3.3% | -44.6% | +47.9% | +3.3% |
| 3Y | +13.4% | +27.1% | -13.7% | +13.4% |
| 5Y | +19.8% | +37.9% | -18.0% | +19.8% |
| 10Y | +25.7% | +631.6% | -606.0% | +25.6% |
| All | +30.8% | +51.3% | -20.5% | +30.4% |
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