+331.9%
BLDR vs UEC
+2.3%
+329.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.9% | +2.4% | -2.5% |
| 7D | -8.2% | +4.9% | -13.2% | -9.1% |
| 30D | +16.3% | -17.5% | +33.7% | +19.6% |
| 3M | -17.0% | -40.1% | +23.2% | -10.1% |
| 6M | -17.4% | -56.1% | +38.7% | -6.8% |
| YTD | -41.6% | -41.8% | +0.2% | -38.2% |
| 1Y | -43.5% | -44.8% | +1.3% | -40.2% |
| 3Y | -51.6% | +20.6% | -72.2% | -58.8% |
| 5Y | -11.6% | +24.3% | -35.9% | -31.5% |
| 10Y | +480.9% | +639.1% | -158.3% | +167.3% |
| All | +331.9% | +2.3% | +329.7% | +71.9% |
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