+86.6%
BURL vs UEC
+19.3%
+67.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.8% | -8.4% | -2.1% |
| 7D | +4.1% | -10.2% | +14.3% | +4.8% |
| 30D | -9.5% | -26.9% | +17.5% | -7.4% |
| 3M | -33.5% | -35.7% | +2.2% | -31.5% |
| 6M | -22.1% | -56.1% | +34.0% | -17.9% |
| YTD | -14.6% | -40.8% | +26.2% | -13.4% |
| 1Y | -8.4% | -43.4% | +35.0% | -7.1% |
| 3Y | +86.6% | +25.4% | +61.2% | +93.0% |
| All | +86.6% | +19.3% | +67.2% | +93.0% |
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