-2.1%
BROS vs UEC
+104.9%
-107.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.1% | +8.6% | +6.8% |
| 7D | +6.3% | -3.8% | +10.1% | +7.0% |
| 30D | -8.3% | -13.5% | +5.2% | -6.0% |
| 3M | -29.8% | -40.5% | +10.7% | -24.0% |
| 6M | -25.8% | -56.7% | +30.8% | -16.6% |
| YTD | -41.4% | -43.0% | +1.6% | -38.2% |
| 1Y | -35.2% | -42.5% | +7.4% | -32.4% |
| 3Y | +32.8% | +11.6% | +21.2% | +12.2% |
| 5Y | -42.2% | +21.8% | -63.9% | -63.5% |
| All | -2.1% | +104.9% | -107.0% | -26.3% |
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