+18.4%
BROS vs UEC
+239.1%
-220.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.0% | +1.6% | -2.6% |
| 7D | -6.1% | -4.3% | -1.8% | -5.4% |
| 30D | -12.4% | -3.8% | -8.5% | -12.1% |
| 3M | -27.9% | +17.0% | -44.9% | -30.2% |
| 6M | -16.8% | -23.9% | +7.1% | -15.0% |
| YTD | -29.0% | -5.7% | -23.4% | -31.0% |
| 1Y | -33.2% | -12.5% | -20.7% | -35.5% |
| 3Y | +56.8% | +136.5% | -79.7% | +14.6% |
| All | +18.4% | +239.1% | -220.6% | -17.7% |
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