+25.1%
BROS vs UEC
+265.8%
-240.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -2.0% |
| 7D | -0.9% | +2.6% | -3.5% | -1.3% |
| 30D | -13.5% | +5.6% | -19.0% | -14.5% |
| 3M | -18.4% | -5.7% | -12.7% | -18.6% |
| 6M | -10.6% | -8.0% | -2.5% | -11.6% |
| YTD | -25.1% | +1.8% | -26.9% | -28.0% |
| 1Y | -28.6% | +0.6% | -29.2% | -32.8% |
| 3Y | +65.6% | +155.2% | -89.6% | +19.6% |
| All | +25.1% | +265.8% | -240.8% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling