+89.6%
BURL vs UEC
+11.7%
+77.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.9% | +6.9% | -2.2% |
| 7D | +3.5% | -20.5% | +24.0% | +5.2% |
| 30D | -9.3% | -35.9% | +26.6% | -6.3% |
| 3M | -32.1% | -39.6% | +7.4% | -29.8% |
| 6M | -19.8% | -55.3% | +35.5% | -15.7% |
| YTD | -13.2% | -44.5% | +31.3% | -11.5% |
| 1Y | -7.8% | -50.4% | +42.6% | -5.4% |
| All | +89.6% | +11.7% | +77.9% | +97.2% |
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