+1,002.7%
BLK vs UEC
+74.4%
+928.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.9% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -4.8% | +1.9% | -6.7% | -5.2% |
| 3M | +6.5% | +8.9% | -2.4% | +4.8% |
| 6M | +13.1% | -14.5% | +27.6% | +13.4% |
| YTD | +1.8% | -0.7% | +2.5% | -0.2% |
| 1Y | -1.0% | -4.1% | +3.1% | -3.5% |
| 3Y | +66.0% | +148.9% | -83.0% | +40.4% |
| 5Y | +31.2% | +300.0% | -268.8% | 0.0% |
| 10Y | +278.5% | +994.3% | -715.8% | +130.8% |
| All | +1,002.7% | +74.4% | +928.3% | +454.7% |
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