+64.2%
BURL vs UEC
+157.0%
-92.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.4% | +2.6% |
| 7D | -2.8% | -6.9% | +4.1% | -2.3% |
| 30D | -28.2% | +7.6% | -35.8% | -28.7% |
| 3M | -17.6% | -18.4% | +0.8% | -16.8% |
| 6M | -11.8% | -23.3% | +11.5% | -11.2% |
| YTD | -8.1% | -1.2% | -6.9% | -10.1% |
| 1Y | -12.0% | +2.3% | -14.3% | -14.9% |
| All | +64.2% | +157.0% | -92.9% | +50.0% |
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