+506.8%
BRO vs UEC
+65.7%
+441.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | 0.0% |
| 7D | -8.6% | -4.3% | -4.3% | -8.4% |
| 30D | -6.9% | -3.8% | -3.1% | -6.9% |
| 3M | +10.5% | +17.0% | -6.5% | +9.0% |
| 6M | -2.8% | -23.9% | +21.1% | -2.3% |
| YTD | -16.1% | -5.7% | -10.5% | -17.2% |
| 1Y | -27.6% | -12.5% | -15.1% | -28.7% |
| 3Y | -7.3% | +136.5% | -143.8% | -16.5% |
| 5Y | +19.0% | +243.3% | -224.3% | +1.1% |
| 10Y | +292.7% | +939.6% | -646.9% | +188.9% |
| All | +506.8% | +65.7% | +441.1% | +311.3% |
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