+135.7%
BP vs UEC
+623.0%
-487.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -0.8% | +0.6% | -1.3% | -1.0% |
| 30D | -3.1% | -18.1% | +15.0% | -1.2% |
| 3M | +6.2% | -36.9% | +43.1% | +11.0% |
| 6M | +4.8% | -56.1% | +60.9% | +13.3% |
| YTD | +35.2% | -38.1% | +73.3% | +37.6% |
| 1Y | +27.4% | -41.7% | +69.1% | +30.0% |
| 3Y | +49.8% | +28.2% | +21.6% | +28.7% |
| 5Y | +109.4% | +31.7% | +77.7% | +66.6% |
| 10Y | +135.7% | +685.9% | -550.2% | +21.5% |
| All | +135.7% | +623.0% | -487.3% | +21.5% |
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