+35.4%
BX vs UEC
+18.1%
+17.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.7% |
| 7D | +0.6% | -3.8% | +4.3% | +1.0% |
| 30D | +14.2% | -13.5% | +27.7% | +16.0% |
| 3M | -18.7% | -40.5% | +21.7% | -13.7% |
| 6M | +2.5% | -56.7% | +59.1% | +12.2% |
| YTD | -18.8% | -43.0% | +24.2% | -15.2% |
| 1Y | -10.3% | -42.5% | +32.2% | -6.9% |
| 3Y | +35.4% | +11.6% | +23.8% | +20.4% |
| All | +35.4% | +18.1% | +17.3% | +20.4% |
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 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