+933.1%
BURL vs UEC
+225.3%
+707.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.9% | +12.6% | +8.2% |
| 7D | +10.4% | -13.8% | +24.2% | +11.9% |
| 30D | -4.9% | -23.1% | +18.2% | -2.8% |
| 3M | -29.8% | -31.5% | +1.8% | -27.6% |
| 6M | -16.5% | -51.5% | +35.0% | -11.9% |
| YTD | -10.5% | -38.4% | +27.9% | -8.7% |
| 1Y | -5.3% | -44.7% | +39.4% | -2.8% |
| 3Y | +95.1% | +24.4% | +70.7% | +78.4% |
| 5Y | -12.1% | +57.3% | -69.4% | -24.9% |
| 10Y | +273.2% | +726.4% | -453.3% | +156.5% |
| All | +933.1% | +225.3% | +707.8% | +637.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling