-99.8%
BIYA vs UEC
+109.0%
-208.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.9% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -16.7% | +1.9% | -18.6% | -16.0% |
| 3M | -74.6% | +8.9% | -83.6% | -73.4% |
| 6M | -85.4% | -14.5% | -70.9% | -85.2% |
| YTD | -94.2% | -0.7% | -93.5% | -94.4% |
| 1Y | -98.6% | -4.1% | -94.5% | -98.7% |
| All | -99.8% | +109.0% | -208.8% | -99.8% |
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