+133.9%
BP vs UEC
+908.7%
-774.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.1% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | +7.8% | +1.9% | +5.9% | +7.2% |
| 3M | +8.4% | +8.9% | -0.6% | +6.2% |
| 6M | +15.1% | -14.5% | +29.5% | +14.6% |
| YTD | +36.4% | -0.7% | +37.1% | +32.1% |
| 1Y | +40.9% | -4.1% | +45.0% | +35.0% |
| 3Y | +38.8% | +148.9% | -110.1% | +10.0% |
| 5Y | +141.1% | +300.0% | -158.9% | +64.5% |
| 10Y | +133.9% | +994.3% | -860.4% | +14.7% |
| All | +133.9% | +908.7% | -774.8% | +14.7% |
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 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