+289.9%
BNY vs UEC
+122.3%
+167.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.4% |
| 7D | -1.3% | -9.4% | +8.1% | -0.6% |
| 30D | -0.2% | -8.0% | +7.8% | +0.3% |
| 3M | +14.9% | -1.7% | +16.6% | +14.5% |
| 6M | +40.0% | -26.1% | +66.1% | +41.6% |
| YTD | +42.0% | -10.5% | +52.5% | +40.5% |
| 1Y | +56.9% | -13.3% | +70.1% | +54.5% |
| 3Y | +289.9% | +116.4% | +173.5% | +235.6% |
| All | +289.9% | +122.3% | +167.5% | +235.6% |
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