+120.2%
BKR vs UEC
+885.8%
-765.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +0.3% |
| 7D | -7.0% | -9.4% | +2.5% | -5.3% |
| 30D | -8.1% | -8.0% | -0.1% | -7.2% |
| 3M | -6.6% | -1.7% | -4.9% | -7.2% |
| 6M | +0.9% | -26.1% | +27.0% | +3.5% |
| YTD | +31.1% | -10.5% | +41.6% | +28.4% |
| 1Y | +27.7% | -13.3% | +41.0% | +23.3% |
| 3Y | +71.2% | +116.4% | -45.1% | +28.6% |
| 5Y | +177.6% | +225.5% | -47.9% | +72.2% |
| All | +120.2% | +885.8% | -765.7% | -14.0% |
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