+88.8%
BP vs UEC
+73.5%
+15.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +3.9% | -6.9% | +10.9% | +4.7% |
| 30D | +7.6% | +7.6% | 0.0% | +6.5% |
| 3M | +0.7% | -18.4% | +19.1% | +1.9% |
| 6M | +15.5% | -23.3% | +38.8% | +16.3% |
| YTD | +30.8% | -1.2% | +32.0% | +27.5% |
| 1Y | +34.3% | +2.3% | +32.0% | +28.8% |
| 3Y | +35.1% | +162.3% | -127.2% | +11.7% |
| 5Y | +126.8% | +287.2% | -160.4% | +69.6% |
| 10Y | +123.4% | +1,009.6% | -886.3% | +33.1% |
| All | +88.8% | +73.5% | +15.3% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling