+376.5%
BLDR vs UEC
+885.8%
-509.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.5% | +3.3% |
| 7D | -8.2% | -9.4% | +1.2% | -6.6% |
| 30D | -16.6% | -8.0% | -8.6% | -15.7% |
| 3M | -23.2% | -1.7% | -21.5% | -23.5% |
| 6M | -33.7% | -26.1% | -7.6% | -31.6% |
| YTD | -41.3% | -10.5% | -30.8% | -42.1% |
| 1Y | -58.8% | -13.3% | -45.5% | -60.1% |
| 3Y | -57.5% | +116.4% | -173.8% | -68.0% |
| 5Y | +12.9% | +225.5% | -212.6% | -30.2% |
| All | +376.5% | +885.8% | -509.4% | +69.0% |
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