+661.1%
BX vs UEC
+885.8%
-224.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.2% | +7.6% | +3.3% |
| 7D | -5.6% | -9.4% | +3.8% | -4.2% |
| 30D | -12.2% | -8.0% | -4.2% | -11.4% |
| 3M | +7.4% | -1.7% | +9.1% | +7.0% |
| 6M | +22.2% | -26.1% | +48.3% | +25.3% |
| YTD | -14.0% | -10.5% | -3.5% | -15.2% |
| 1Y | -27.3% | -13.3% | -14.0% | -29.1% |
| 3Y | +24.5% | +116.4% | -91.8% | -1.2% |
| 5Y | +18.9% | +225.5% | -206.7% | -17.2% |
| All | +661.1% | +885.8% | -224.8% | +265.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling