+372.7%
BLDR vs UEC
+73.5%
+299.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | -2.8% | -6.9% | +4.1% | -1.6% |
| 30D | -13.3% | +7.6% | -20.9% | -14.7% |
| 3M | -12.3% | -18.4% | +6.1% | -10.2% |
| 6M | -31.5% | -23.3% | -8.2% | -29.9% |
| YTD | -36.1% | -1.2% | -34.9% | -37.9% |
| 1Y | -54.1% | +2.3% | -56.4% | -56.7% |
| 3Y | -55.8% | +162.3% | -218.0% | -67.1% |
| 5Y | +20.7% | +287.2% | -266.5% | -24.0% |
| 10Y | +390.2% | +1,009.6% | -619.4% | +111.1% |
| All | +372.7% | +73.5% | +299.1% | +72.7% |
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 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