-20.3%
BROS vs UEC
-46.3%
+26.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +1.4% |
| 7D | +2.5% | -13.8% | +16.3% | +4.0% |
| 30D | +15.1% | -23.1% | +38.2% | +18.0% |
| 3M | -31.4% | -31.5% | +0.1% | -28.9% |
| 6M | -22.6% | -51.5% | +28.9% | -18.0% |
| YTD | -28.1% | -38.4% | +10.3% | -26.3% |
| 1Y | -20.3% | -44.7% | +24.4% | -18.1% |
| All | -20.3% | -46.3% | +26.1% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling