-55.9%
BLDR vs UEC
+153.0%
-208.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.9% | -5.2% |
| 7D | -0.3% | +2.6% | -2.9% | -0.6% |
| 30D | -16.2% | +5.6% | -21.8% | -16.9% |
| 3M | -14.4% | -5.7% | -8.7% | -14.7% |
| 6M | -32.8% | -8.0% | -24.8% | -33.1% |
| YTD | -39.2% | +1.8% | -41.0% | -40.2% |
| 1Y | -57.7% | +0.6% | -58.3% | -59.0% |
| All | -55.9% | +153.0% | -208.9% | -64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling