-15.9%
BURL vs UEC
+47.5%
-63.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.8% | -8.4% | -2.4% |
| 7D | +4.1% | -10.2% | +14.3% | +5.2% |
| 30D | -9.5% | -26.9% | +17.5% | -6.4% |
| 3M | -33.5% | -35.7% | +2.2% | -30.5% |
| 6M | -22.1% | -56.1% | +34.0% | -15.7% |
| YTD | -14.6% | -40.8% | +26.2% | -12.5% |
| 1Y | -8.4% | -43.4% | +35.0% | -6.1% |
| 3Y | +86.6% | +25.4% | +61.2% | +60.4% |
| All | -15.9% | +47.5% | -63.5% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling