+66.9%
BROS vs UEC
+146.8%
-79.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.8% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | -12.3% | +1.9% | -14.3% | -12.6% |
| 3M | -22.2% | +8.9% | -31.1% | -23.2% |
| 6M | -14.3% | -14.5% | +0.2% | -14.3% |
| YTD | -26.6% | -0.7% | -25.9% | -28.0% |
| 1Y | -31.5% | -4.1% | -27.5% | -33.3% |
| All | +66.9% | +146.8% | -79.9% | +53.3% |
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 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