+221.9%
BURL vs UEC
+616.1%
-394.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.3% |
| 7D | -1.6% | -3.8% | +2.2% | -1.2% |
| 30D | -7.7% | -13.5% | +5.8% | -6.5% |
| 3M | -31.7% | -40.5% | +8.8% | -28.0% |
| 6M | -15.2% | -56.7% | +41.5% | -8.2% |
| YTD | -15.9% | -43.0% | +27.1% | -13.2% |
| 1Y | -14.2% | -42.5% | +28.3% | -12.0% |
| 3Y | +93.5% | +11.6% | +82.0% | +73.8% |
| 5Y | -9.9% | +21.8% | -31.6% | -25.1% |
| All | +221.9% | +616.1% | -394.2% | +109.5% |
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 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