+186.9%
BNS vs UEC
+885.8%
-699.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.8% | +1.2% |
| 7D | -0.4% | -9.4% | +9.1% | +0.6% |
| 30D | +3.5% | -8.0% | +11.5% | +4.1% |
| 3M | +14.1% | -1.7% | +15.8% | +13.7% |
| 6M | +33.8% | -26.1% | +59.9% | +36.0% |
| YTD | +29.5% | -10.5% | +40.0% | +28.1% |
| 1Y | +48.4% | -13.3% | +61.7% | +45.7% |
| 3Y | +129.6% | +116.4% | +13.2% | +94.9% |
| 5Y | +96.1% | +225.5% | -129.5% | +47.4% |
| All | +186.9% | +885.8% | -699.0% | +57.5% |
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