-7.8%
BRO vs UEC
+122.3%
-130.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | -0.3% |
| 7D | -7.3% | -9.4% | +2.1% | -7.5% |
| 30D | -6.9% | -8.0% | +1.2% | -7.0% |
| 3M | +10.7% | -1.7% | +12.4% | +10.8% |
| 6M | -2.7% | -26.1% | +23.5% | -2.7% |
| YTD | -16.3% | -10.5% | -5.8% | -16.7% |
| 1Y | -29.1% | -13.3% | -15.8% | -29.5% |
| 3Y | -7.8% | +116.4% | -124.2% | -14.2% |
| All | -7.8% | +122.3% | -130.2% | -14.2% |
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