-10.0%
BURL vs UEC
-44.4%
+34.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.7% | -1.0% |
| 7D | +5.9% | -5.2% | +11.0% | +6.0% |
| 30D | -8.3% | -22.0% | +13.7% | -7.5% |
| 3M | -31.6% | -37.0% | +5.4% | -30.5% |
| 6M | -16.6% | -52.7% | +36.1% | -14.8% |
| YTD | -12.1% | -38.6% | +26.5% | -12.2% |
| 1Y | -10.0% | -44.6% | +34.6% | -10.3% |
| All | -10.0% | -44.4% | +34.4% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling