+240.7%
BURL vs UEC
+704.7%
-464.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.8% | -8.4% | -2.4% |
| 7D | +4.1% | -10.2% | +14.3% | +5.2% |
| 30D | -9.5% | -26.9% | +17.5% | -6.5% |
| 3M | -33.5% | -35.7% | +2.2% | -30.6% |
| 6M | -22.1% | -56.1% | +34.0% | -15.9% |
| YTD | -14.6% | -40.8% | +26.2% | -12.2% |
| 1Y | -8.4% | -43.4% | +35.0% | -5.8% |
| 3Y | +86.6% | +25.4% | +61.2% | +65.2% |
| 5Y | -17.2% | +51.1% | -68.3% | -32.9% |
| All | +240.7% | +704.7% | -464.0% | +132.4% |
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