+187.0%
BR vs UEC
+885.8%
-698.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.1% |
| 7D | -3.0% | -9.4% | +6.5% | -2.3% |
| 30D | -0.3% | -8.0% | +7.7% | +0.1% |
| 3M | +17.3% | -1.7% | +19.0% | +17.0% |
| 6M | -6.7% | -26.1% | +19.4% | -5.8% |
| YTD | -23.4% | -10.5% | -12.9% | -24.5% |
| 1Y | -32.7% | -13.3% | -19.4% | -34.0% |
| 3Y | -5.9% | +116.4% | -122.3% | -18.1% |
| 5Y | +8.4% | +225.5% | -217.1% | -13.6% |
| All | +187.0% | +885.8% | -698.8% | +90.5% |
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