+18.4%
BTDR vs UEC
+146.8%
-128.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -1.7% |
| 7D | +14.8% | -0.2% | +15.0% | +14.9% |
| 30D | +41.8% | +1.9% | +39.9% | +40.9% |
| 3M | -29.2% | +8.9% | -38.1% | -31.2% |
| 6M | +66.2% | -14.5% | +80.6% | +73.5% |
| YTD | +10.0% | -0.7% | +10.7% | +9.8% |
| 1Y | -11.0% | -4.1% | -6.9% | -11.1% |
| All | +18.4% | +146.8% | -128.4% | -3.5% |
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