+129.6%
BNS vs UEC
+122.3%
+7.3%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.8% | +1.0% |
| 7D | -0.4% | -9.4% | +9.1% | +0.3% |
| 30D | +3.5% | -8.0% | +11.5% | +3.9% |
| 3M | +14.1% | -1.7% | +15.8% | +13.9% |
| 6M | +33.8% | -26.1% | +59.9% | +35.3% |
| YTD | +29.5% | -10.5% | +40.0% | +28.8% |
| 1Y | +48.4% | -13.3% | +61.7% | +46.8% |
| 3Y | +129.6% | +116.4% | +13.2% | +101.4% |
| All | +129.6% | +122.3% | +7.3% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling