+275.1%
BLK vs UEC
+885.8%
-610.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +2.3% |
| 7D | -3.3% | -9.4% | +6.1% | -2.1% |
| 30D | -6.5% | -8.0% | +1.5% | -5.8% |
| 3M | +6.7% | -1.7% | +8.4% | +6.3% |
| 6M | +14.7% | -26.1% | +40.9% | +17.1% |
| YTD | +2.5% | -10.5% | +13.1% | +1.3% |
| 1Y | -2.8% | -13.3% | +10.5% | -4.7% |
| 3Y | +65.9% | +116.4% | -50.5% | +36.9% |
| 5Y | +33.0% | +225.5% | -192.6% | -3.1% |
| All | +275.1% | +885.8% | -610.8% | +96.2% |
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